WWI - Wilson (A Democrat) had an exit plan. The truth is that Germany surrendered in large part due to a belief that Wilson's 14 points would be adopted. Unfortunately, the Versailles Treaty included the War Guilt clause that blamed WWI on the Germans. Bad call and the world paid for it 20 years later. Oh and the Republican Congress stymied Wilson at every turn and kept the US from joining the League of Nation.
WWII - exit strategy was clearly in place --- Unconditional Surrender and that's exactly what we got. Again, FDR, a Democrat had that one spelled out from the beginning.
Korea - well - this conflict is not over and you're right, we don't have an exit strategy for this one. But of course we can thank China for screwing this one up for the world. We had defeated the NK forces and were mopping up to the Yalu River when the Chinese launched their armies across the border and made the state of NK a possibility.
Vietnam --- LBJ --- let's all be honest -- this dude is pretty close to being a conservative even with all his domestic changes. Nixon, a Republican finally put forward the exit strategy, which led to the removal of US forces from a place we should never have been. As we so often do, we stood in the way of Vietnamese Nationalism, because they had selected communism as their form of government. They are communist today and you can pick up clothes made in Vietnam at your neighborhood Wal-Mart. So now Vietnam has the conservative seal of approval.
Somalia - total disaster with a Democrat at the helm. This liberal Democrat would have flattened Mogadishu the next day after the events of Black Hawk Down. Those ignorant people would have been blasted off the planet and the world we be better for it. In fact, we still ought to level that blighted city.
Iraq, well that one belongs to you Republicans. That's your baby so I'll let you tell me the exit strategy.