Instead of going for "exposure compensation", I chose full manual operation (I'm restrained to call it manual "mode", you see...).
Why would you chose "exposure comp."? - Most of the times it is when light condition is tricky, for example the main light comes from front direction. Okay: I have noticed in those difficult light conditions, the exposure depends on what you're pointing your camera at. A slight angle upward / downward / left / right and the auto exposure gives very different values.
So what I do is - assuming I've chosen the aperture I want and I'm using auto ISO / auto shutter time - I point the camera so that the exposure just feels right, take a photo and read out ISO and shutter values. Now I simply set ISO and shutter to the values just read out.
So I'm shooting full manual and get the results I want, independantly of any angle I shoot. Okay, just my 2c.