do you need an exit visa or something like that aswell for leaving Thailand then returning so you can leave without your visa becoming void

You need a re-entry permit if you want to return to use the remainder of any permitted to stay. But if you have a multi entry visa you just return for a new 90 day stay using that visa.

Is that mean with your visa o based on marriage you can every year apply for a new multi entry year visa for 5000 thb? And every 90's days go to the border?

Sent from my A500 using Thaivisa Connect Thailand mobile app

You can apply and if you meet the current requirements obtain and use that way. But requirements vary and can change - for most people extensions of stay are the preferred method to stay with Thai spouse.