Up until C++ 11 I really would say "just don't do it". The compiler doesn't know not to instantiate dllexported templates and does so anyway, so compilation speedup is zero. Marking templates with dllexport means the linker must deal with a ton more symbols to match up and remove because they aren't hidden, so you lose on link times too. The only potential win is code size reduction, and given that most compilers compile template instantiations into two variants, inlined at point of use and extern, the latter rarely actually gets used and is therefore thrown away by the linker anyway, so the gains are usually not worth the significant added hassle and brittleness for most libraries with most reasonably sized templates.
Since C++ 11 we have extern templates, and that finally makes dllexporting template instantiations useful. I can see very significant potential benefits especially to compile and link times there,
Boost.Regex has done this since day 1 for compilers that support it (msvc and gcc). Compile time speedups are larger on msvc, but in both cases well worth the effort. In fact it's one reason the library hasn't gone header-only: it could probably be done, but compile times are just *so* much faster when the template instances are in an external lib... John.