I am an salaried exempt employee and I have 2 questions.

1. I am a maintenance supervisor for 11 apartment complexes. Every third week I have to pull call. I have to leave at the drop of a hat after I have returned home from work no matter the time of day or if it is a weekend or a holiday. Do I have any rights to compensation for that time?

2. I now know the bad things about being exempt. Is there any positives to it?

You are correct in that, as an exempt employee, the law never requires you be paid more than your weekly salary no matter how many hours you work in a workweek, on-call time included.

The up side to exempt status is that there are very few situations under which your weekly salary can be docked (although, paid time off may be substituted). See here:
http://www.dol.gov/dol/allcfr/ESA/Title_29/Part_541/29CFR541.118.htm