I've rarely run AV on a server, except for file servers. And then mostly to prevent the spread from workstation to workstation.

For SQL, we've prevented browsing from most of the servers, prevented people from actively doing things on them except with RPC, so AV hasn't made a lot of sense for us.

If you do it, definitely exclude folders or extensions. You don't want to necessarily do files unless your backups are all run on the same names.