Exiting a shell script with nested loops

I have a shell script with nested loops and just found out that "exit" doesn't really exit the script, but only the current loop. Is there another way to completely exit the script on a certain error condition? I don't want to use "set -e", because there are acceptable errors and it would require too much rewriting. Right now, I am using kill to manually kill the process, but it seems there should be a better way to do this.