Are there any exceptions to the first precept?
Don't beat yourself up over it.  Precepts are an interesting thing.  Most people come at them with the idea that they are iron clad laws governing our behavior.  Don't get me wrong, in some ways they certainly are.  When you take this kind of legalistic perspective, however, I really think you are missing out on their greater purpose.  

The precepts are decidedly simple.  Abstain from killing.  Abstain from stealing.  And so on and so forth.  But what does it mean to kill?  Did the Buddha really say steal?  The Pāli reads more like "do not take that which is not given".  What does that mean!?  Likewise, anyone with an opinion will give you their interpretation on what the "sensual pleasure" precept refers to.  Reading the precepts this way isn't to split legal hairs or an attempt to loosen restriction.  These are all valid and important questions - questions I think the Buddha intended us to ask by making his training rules so brief in content.

Rather than view the precepts as moral law, it might be helpful to see them as a kind of spiritual Rorschach test.  What you see is very much dependent on where you are in your spiritual development.  Please don't take that to mean that the more ironclad you are in your interpretation, the more advanced you are in your training.  The precepts are factories of insight.  They are meant to teach and enlighten not just govern behavior.