I always mark my exits in the BFs the moment I first stumble over them. So if I do a fullclean (which depends on the amount of exp I'm getting from monsters of course), I don't have to search for that long. But it can sometimes still be frustrating if I have everything cleared with no way down. I often let them "autowalk" (sweep over the edges of your screen with your mouse and click somewhere or click somewhere on your mini-map) and then follow your chars on screen. That's often the easiest method of finding "invisible" exits.
A way to save walking time when you already have the exit: leave one of your dolls there and then walk down with the doll. It'll probably vanish once you're down the stairs (unless you invested points into radius) but your hero and DK will be down without walking from one edge to the other.
Anyway, good luck finding the stairs. <img src="/ubbthreads/images/graemlins/smile.gif" alt="" />
