I had never done an escape the room game (except in video game point and click adventures) before Exit Strategy. Being able to examine clues and work with people in person is awesome. I've gone twice now and enjoyed both rooms.
The first one I did was Cabin in the Woods, which was HARD. I probably should not have chosen that to be the first room I did. My group only got 50% through with hints. The fact that I have not yet gone back and finished the room yet still haunts me. The set up of the room and the fact that you are led in blind-folded really fits with the theme. One day, I will come back to finish the room, and my mind will be at ease.
The next time I went we did the Murder Mystery themed room. The cool part about this one is that your goal is not to escape, it's to solve the murder by answering the questions who, what, when, and why. The room is still difficult, but we beat it with 8 minutes to spare and only two hints!
I hope to eventually do all the rooms, and so do all of my friends who have gone here.