*buzz*
You're all wrong!
Either the first or the third can be correct depending on what you mean. Is the quote exclamatory, or is your statement exclamatory? If the former, then go with the first option. If the latter, then the third. The second is never correct—double terminal punctuation is not allowed, with the one occasional exception of an exclamation mark and question mark together.
According to American style, the only punctuation marks that always go inside quotation marks, regardless of whether it's part of the quoted material, are commas and periods.