I have also been thinking about an exhaust damper. I have a Heatmor. It works fine but I have trouble controlling the fire in very windy conditions, sometimes the water will overheat. During a recent strong wind I put a piece of steel plate with a 4" hole over the 8" stovepipe, which restricted the exhaust flow and did a good job preventing overheating. I have left the plate on since then and have been using noticeably less wood. In my way of thinking, a weighted damper that would keep closed except when pushed open by the flow of combustion gas when the blower is on would help.
Any other thoughts on this issue?