You can alway's play a note on your guitar and then sing that note. Helps train your ears......Do it the other way around to, sing a note, then play it on the guitar....

Hum along with the notes your playing....for example, play a major scale on the guitar and hum along with the notes.

All of this sounds boring, but I think it would benefit your ears and your voice.

Other than that, I don't know of any real exercises.