We utilize the novel non-Markovian quantum jump (NMQJ) approach to stochastically simulate exciton dynamics derived from a time-convolutionless master equation. For relevant parameters and time scales, the time-dependent, oscillatory decoherence rates can have negative regions, a signature of non-Markovian behavior and of the revival of coherences. This can lead to non-Markovian population beatings for a dimer system at room temperature. We show that strong exciton-phonon coupling to low frequency modes can considerably modify transport properties. We observe increased exciton transport, which can be seen as an extension of recent environment-assisted quantum transport concepts to the non-Markovian regime. Within the NMQJ method, the Fenna-Matthew-Olson protein is investigated as a prototype for larger photosynthetic complexes.