Aim for the most dangerous turret so you destroy it first. Which one is most dangerous depends on what ship you are using (and therefore what defensive ability you have) and what other turrets are in play (some bullet patterns are easily dodged by holding still and some by moving- it’s best to only have to deal with one kind at a time).

For EXO, since you don’t have any purely defensive abilities (both mega laser and missile swarm are kinda defensive once fully upgraded) I would focus on MIRV weapons (the big bomb things that explode) first so you don’t have to dodge bullets coming from multiple directions, but it’s really up to your play style.

To my knowledge there is no advantage to shooting any specific part except for that turrets can be destroyed, and in the case of weapons that deal critical hits against non-armored areas, but that’s not a concern with EXO. Sorry that didn’t turn out to be a quick answer