Question

Which is the good place to ask user, whether (s)he wants to exit the app when (s)he clicked the back button? I considered the onPause and onStop, but these methods fires whenever app is gone behind the other apps.

Update:
The app should also ask if user is trying to exit the app from a button (in app itself), not the Back hard key.

Answer 1

Ask for user’s permission to close the
app.

You can do it in the following way;

/**
 * Exit the app if user select yes.
 */
private void doExit() {

    AlertDialog.Builder alertDialog = new AlertDialog.Builder(
            AppDemoActivity.this);

    alertDialog.setPositiveButton("Yes", new OnClickListener() {

        @Override
        public void onClick(DialogInterface dialog, int which) {
            finish();
        }
    });

    alertDialog.setNegativeButton("No", null);

    alertDialog.setMessage("Do you want to exit?");
    alertDialog.setTitle("AppTitle");
    alertDialog.show();
}

Which is the good place to ask user,
whether (s)he wants to exit the app
when (s)he clicked the back button?

Since, you want to prompt user when (s)he clicked the back hard button, as suggested by others, you can override the onBackPressed() method and call the above method from there;

@Override
public void onBackPressed() {

    doExit();
}

As suggested by @Martyn, you can use the onKeyDown to achieve the same;

@Override
public boolean onKeyDown(int keyCode, KeyEvent event) {

    if(keyCode == KeyEvent.KEYCODE_BACK) {
        doExit();
    }

    return super.onKeyDown(keyCode, event);
}

The app should also ask if user is
trying to exit the app from a button
(in app itself), not the Back hard
key.

For this, call the doExit() from your button’s onClick;

Button exitButton = (Button)findViewById(R.id.exitButton);
exitButton.setOnClickListener(new android.view.View.OnClickListener() {

    @Override
    public void onClick(View v) {
        doExit();
    }
});

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