Best way to avoid pipe freeze in exterior wall?
Bear in mind that even though precautions are made, it is still possible for the pipes to freeze in a particularly harsh winter.

You are going to want a shut off valve with a built in drain on it. This will allow you to winterize it. The shutoff should be located in an accessible place which is below where the tap will be. If you are on the first floor, then the shutoff should go in the basement/crawl space.

When you install the plumbing, you will want to keep the supply pipes as close to the inside wall as possible. In a 2 x 6 wall, you would want to bore the holes in the studs slightly off center, approx. 1" to 1 1/2" from the inside instead of dead center. You will also need to install a nail protection plate on the studs where the pipe passes through, so the pipe would not get pierced when the drywall is installed. It would also be a good idea to add a tile backsplash which completely covers the area where the pipe is, so someone won't drive a nail or a screw into the pipe later on.

This will allow you to add more insulation behind the pipe. The best insulation for this is closed cell foam, since it acts as a vapor barrier as well. You will want to eliminate any possible cold drafts that could hit the pipe. Also, when you insulate, you will want to leave the side of the pipe facing the inside uninsulated. This will allow more heat from the house to come in contact with the pipe.

If you can live without the pot filler during the winter months, the safest thing would be to winterize it. That way there is no chance that the pipes would freeze. You can also leave the water on a tiny bit and let it drip slowly on the coldest days to prevent it from freezing up. The good thing about PEX is that it can survive being frozen from time to time, but it is possible that the fittings themselves can fail.