This is the number one reason I bought an exhaust brake!
Its down hill for about 5 miles from my house to anywhere I go, in the winter it takes about 10 minutes of driving to get heat out of the truck!
With the exhaust brake, I start the truck, wait about 10 sec (oil pressure) throw the switch on, go back inside to grab my computer case, lunch (kiss the wife good bye) and head for the truck. In just a couple minutes of idle with the brake on I can feel HEAT!
I think I see an EGT of 300 at idle with brake off, and around 500 with it on.
Plus they really help stopping also!