What is the safe idea to exchange links.? 1) with the same category of the website 2) with any kind of website.
Link Exchange is always use full but there is guideline for that. In your options, i think 1st one is better then other.
If you are going to link exchange make sure that the site is relevant to your site, and make sure that their is an obvious alignment between your website and the site you are exchanging links with.
Nowadays, Building link method must be very important. Huge backlink from related niche/category would make more impact than general category.
As some of you have said before, if you want to do link exchange, always do it with sites that have a similar topic because you don't really want to have "just visitors" but visitors who are actually interested in your topic so that here are much higher chances that these visitors bring you the reusults you want.