I'm really struggling with this one...among other things because 'exotic' is one of those words that could mean so much (I mean...could a make a case for USA being exotic for me? I've never been there :P) but I'll go with 'place that is quite far away (oh...more or less) and not a common setting for books': Iceland.
Indridason's Erlendur crime-novels are really great and Nordermoor is definitely my favourite.