What sorts of methods exist for prematurely exiting an if clause?

There are times when I'm writing code and want to put a break statement inside of an if clause, only to remember that those can only be used for loops.

Lets take the following code as an example:

if some_condition:
   ...
   if condition_a:
       # do something
       # and then exit the outer if block
   ...
   if condition_b:
       # do something
       # and then exit the outer if block
   # more code here

I can think of one way to do this: assuming the exit cases happen within nested if statements, wrap the remaining code in a big else block. Example:

if some_condition:
   ...
   if condition_a:
       # do something
       # and then exit the outer if block
   else:
       ...
       if condition_b:
           # do something
           # and then exit the outer if block
       else:
           # more code here

The problem with this is that more exit locations mean more nesting/indented code.

Alternatively, I could write my code to have the if clauses be as small as possible and not require any exits.

Does anyone know of a good/better way to exit an if clause?

If there are any associated else-if and else clauses, I figure that exiting would skip over them.