Exit Strategy is one of the two highest production quality rooms around town - and overall is probably number 1. They invest a lot into their rooms and I have had a good time in each that I have played.
The Lost in Space room is an easier starting point for a lot of people - and should be one you try first if possible. It isn't scary or very difficult, but it has plenty of cool twists and turns to get the novice interested in escape rooms all together.
The Quest of Honor room is King Arthur themed and really a good challenge. It is harder than the Lost in Space room, but it also is pretty fun. I would feel really comfortable letting a kid play this room with me, unlike other rooms around town. If you aren't into dragons or casting spells, skip this room.
Final Sacrifice is the hardest room period around town. Do not under any circumstance play this as your first room ever, or even as your first room at Exit Strategy. You will be wasting your money. I also suggest you get multiple people in line and fill the room. You do not want randoms playing with you as every team member can make or break you in this room. I have heard that this room has only been completed around 5 times total. Seriously, its ridiculous. My team only managed about 40% - but it was our first room ever.
There is plenty of parking in the warehouse district that Exit Strategy operates it's games from. The lobby is well laid out and there is a waiting room for you to enter before you go off on your adventure. They also have lockers to place your keys wallet and phones in before you head into the escape room.