The word 'for'. You can leave the word 'for' out of the sentence, in everyday talk, but it is usually better to leave it there. We all went to the shops except (for) John who stayed at home. (both with and without are ok but with is better) Sometimes it must be there: Except for John we all went to the shops ...('for' must be here for it to work.) If there are any rules of grammar as to why, then I don't know them.

Based on what I have learnt.... "except" is used to exclude something that's in the same level with the subject. While "except for " is used to exclude something that's in affiliation relation with the subject. For example, "All my classmates are in the classroom except Amy" and "This movie is absolutely great except for the ending".