I am currently nearing the end of my tax internship with one of the Big Four accounting firms, and I was wondering what the exit opportunities for tax associates/seniors/managers look like. I always hear about how auditors are in constant contact with clients and that is where those industry offers come from, but is there anything similar on the tax side? Do most in the tax group just stick with the Big Four? If not, is your only option going to a smaller firm with a more regular schedule?

I chose a tax internship because it seemed more interesting than audit at the time, but now I'm wondering if I should be looking to find an audit/advisory internship or maybe a rotation once I go full time. I greatly appreciate your input!

You're just finishing your internship and already looking for an exit strategy? Not a good way to start a career. But I digress.
It really depends on what you're looking for. If you have no intention of making a career in public then by all means work at a big 4 to get the name on your resume & then go somewhere else. The opportunities are there on the tax side, not so much going directly to a client, but I get calls from 2 or 3 recruiters a week. I will tell you that the majority of my friends that have left for industry tax jobs are bored to tears.
Now if you enjoy public, you will be better served starting your career at a mid-level firm. You will get a chance to see a wider variety of clients and issues, plus get client contact sooner.

Thanks for your response.

Don't mistake my planning for the future for not working hard now or not being focused on what I'm currently doing. However, I do think it's kind of naive to think that exit opportunities aren't one of the huge reasons people start at the Big Four...but now I'm digressing. It's not that I'm ready to leave public accounting already, it's just that I don't want to find myself in a hole down the road--I don't know what I'll want to do in ten years time. I was just curious if there would be opportunities available, or if I would be pretty much stuck in public.

There are opportunities in any company that has its own tax department. My sister did it, but I think she was at Deloitte for ~5-6 years.