I wished that I had stitched another one for myself, but I am one of those people who dislike stitching the same design twice, unless I really need to, for I get bored easily.
I did not join that many exchanges in 2005 except for the BDE 2005 Exchange. In 2004, I was constantly kept busy stitching for exchanges (I thought that I am a superwomen! LOL! *wink*) that when 2005 came, I realised that I had nothing I stitched in 2004 to show for, for I had given away whatever that I had stitched as exchanges. So, in 2005, I refrained myself from joining any exchanges.
I was tempted on many occassions, but at the same time, I also wanted to stitch something that I could keep and admire many years to come as my own and not one that someone else gave, although I love and appreciate all the stitching exchanges I got from my partners for they showed me methods which I am unfamiliar with.
I think, between exchanges and RR (round robins), if U are talking about keeping something as a token to remember which U also have a hand in it, maybe RR is a better option. But, in exchanges, you learn new methods from your partners which, before this, you would never have thought of doing it that way.
All in all, you gain from both experiences. It is up to you what you prefer.