Sorry, but having an "exit strategy" is not the first rule of war. Having a definition of victory, that is, knowing what you're entering the war for, is the first rule of war. If you don't have a clear idea of why you're fighting, then there's no way to develop a strategy for achieving victory.
The latest edition of Air Force Doctrine Document 2 notes that the "ultimate aim in war" is not to destroy the enemy but to bend him to your will. Before you can do that, you need to have a will to bend him to. Without a goal of what you want the enemy to do (or quit doing), you're just flailing.
I somehow missed what Sun Tzu wrote about having an exit strategy when going to war. I also don't recall George Washington, Lincoln, Patton, et. al. saying much about the matter either.
Well, you're probably right that it isn't the "first" rule of war. And I would agree you must have a clear "definition of victory". However I would say that a clear definition of victory is different from an "idea" of why you're fighting. "Removing Sadam from Kuwait" is a clear definition of victory. "Fighting terrorists" or "Stabblizing Iraq" is an idea. How do you know when you achieve your goal?
As much as I hate to admit it, the Democrats are right when they compare this to Vietnam. The mottos back then were to "Fight communists" and "Stabblize Southeast Asia". (Anyone remember the Domino Effect?) We are fighting for an idea, but without a clear definition of victory. If the Republicans don't see this then they will be a minority power for another forty years.