In terms of normal everyday usage, it is appropriate to add "for" when a sentence starts with the word "except". This makes the sentence flow better. Where "except" appears mid-sentence, the "for" can be dropped. To illustrate my point, here are 2 sentences with the same meaning, but with "except" in different positions:
1. Everyone in our department has already signed up for the training course, except Jack.
2. Except for Jack, everyone in our department has already signed up for the training course.
See the difference?