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In the past few decades polynomial curves with Pythagorean hodograph (PH curves) have received considerable attention due to their usefulness in various CAD/CAM areas, manufacturing, numerical control machining, and robotics. This work deals with classes of PH curves built upon exponential-polynomial spaces (EPH curves). In particular, for the two most frequently encountered exponential-polynomial spaces, we first provide necessary and sufficient conditions to be satisfied by the control polygon of the Bézier-like curve in order to fulfill the PH property. Then, for such EPH curves, fundamental characteristics like parametric speed or arc length are discussed to show the interesting analogies with their well-known polynomial counterparts. Differences and advantages with respect to ordinary PH curves become commendable when discussing the solutions to application problems like the interpolation of first-order Hermite data. Finally, a new evaluation algorithm for EPH curves is proposed and shown to compare favorably with the celebrated de Casteljau-like algorithm and two recently proposed methods: Woźny and Chudy's algorithm and the dynamic evaluation procedure by Yang and Hong.