Exit Sub... or If then statement better programming?

[Dim A]

I have a structural question... I'm guessing that it'll come down to a matter of tastes, but...

Is it better (looking, working, compiling, etc...) to do an exit sub, or to allow the sub to finish normaly by the use of if statements?

i.e. -

'Hard or Forced Method
Public Sub example()
If (conditions are not right) then exit sub
'Do subroutine code...
End sub

or

'Soft Method
Public Sub example()
If (conditions are right) then
    'Do subroutine code...
End If
End sub

What do you guys think?
Any efficiency concerns with something like this?