I haven't had to resit any aviation exam... yet.
All six CAA PPL exams were passed first time, but Aircraft Technical was passed very marginally with 72% if I remember correctly (the pass mark back then was 70%).
Since then the IMC rating exam was passed, but only because half way through I noticed the true airspeed changed ten knots so I had to redo most of my nav plans etc...
The FAA Commercial and Instrument exams had 90% and 95% respectively and the oral tests were passed first time. By far the toughest exam I have had to pass is the FAA Instrument Oral Exam.
Now I've just starting my JAA ATPL's (the module one of the course is being delivered within the next week hopefully), I'll probably be resitting a few of them, but of course I'll be going out with the intention of passing all of them first time (my luck is *probably* about to run out though).
IO540,
I was quite lucky where I gained my PPL. They would pair people up and suggest new routes and places to visit once one gained their PPL as well as general support to us newbies and instilled it in us that the PPL was just a licence to learn and build upon (not necessarily new ratings).
Unfortunately the afformentioned club closed down a couple of years ago and at the club I am now a member of, most PPL's are now really left to their own devices unless they spend more money on other ratings as you suggest.
Best wishes,
Charlie Zulu.