Yeah. Each exhibition does open more doors. I talk not from experience (I've exhibited once, at a college exhibition...), but because my family inherited many paintings to sell after my grandfather's death. We had a one-man-show at the little gallery up the road, and from that, various people approached us, which has led to more exhibtions.
Another good thing is probably to join a local group. My local group, IPSE, has a big exhibition every two years, for photography, or anything related. These can probably help break in to the scene.
Plus submitting work to magazines might help - not the rags like Amateur Photographer, but some of the more serious mags like the fantastic Black and White Photographer.