The introductory examples typically given of exponential objects in categories in fact involve categories which have all exponentials.
Are there not-too-esoteric examples of categories of independent interest for which it is significant that they have some exponentials (and more than just trivia like $A^1$) but they don't have all exponentials?
(For example, are there interesting cases where in effect we can't iterate exponentiation?)
Ooops. I really should not have asked this question as is, since the topological example given by Najib Idrissi is already there (in headline form) in this Wikipedia entry which I indeed recall reading not so very long ago. A senior moment, I fear! But given the helpful pointers to extra detail in Najib Idrissi's answer, I'll certainly leave this question in place.
But are there also nice non-topological examples, I wonder?
Here's a silly example: the category of countable (but possibly finite) sets has finite products, but Cantor's theorem implies that only the finite sets are exponentiable.
A not-so-silly variation on the above is the category of classes (in NBG, say). Again, this has finite products, and it is not hard to check that every set is exponentiable. What is less clear is whether every exponentiable object is a set, but it is certainly true that there is some proper class that is not exponentiable: see here.
It should also be pointed out that $\mathbf{CRing}^\mathrm{op}$ has some non-trivial exponentiable objects. For instance, $\mathbb{Z} [x] / (x^2)$ is exponentiable in $\mathbf{CRing}^\mathrm{op}$. Indeed, $$\mathbf{CRing} (A, B \otimes \mathbb{Z} [x] / (x^2) ) \cong \mathbf{CRing} (\mathrm{Sym}_A (\Omega^1_A), B)$$ where $\mathrm{Sym}_A (\Omega^1_A)$ denotes the commutative $A$-algebra generated by the Kähler differentials of $A$ over $\mathbb{Z}$.
The common thread running through all three examples above is that "small" objects are exponentiable: in the first example, finite sets are small in the context of countable sets; in the second example, sets are small in the context of classes; and in the third example, $\mathbb{Z} [x] / (x^2)$ is in some sense an infinitesimally fattened version of $\mathbb{Z}$, which is small in the sense of being a terminal object in $\mathbf{CRing}^\mathrm{op}$.