Bullethead: As a fairly frequent pax who has only experienced one go around so far (flying into BNA last year) I must say that I did find it somewhat nerve-wracking. I'm not a nervous flyer at all, but when it happened it did set my mind racing, especially because there was no communication from the flight deck explaining why it happened (makes you think: is there a problem on the runway or with the plane itself?? Can the pilot bring us safely down next time? etc etc)
Quite a few fellow pax were looking very nervous. No-one said anything, though. And all was fine with landing.
Point is this: it might be a relatively minor issue for the crew, but pax naturally worry, even when there isn't really any need to.