1a. No one calls us names except for us.
1b. No one calls us names except us.
In this example "us" is the list of exceptions to the set of all people ("everyone"). When you have a discrete set like this, you can use either one with the same meaning.
But sometimes you don't have a discrete set. For example:
2a. It was a pleasant day, except for the weather.
2b. *It was a pleasant day, except the weather.
"A pleasant day" isn't a discrete set of things to which "the weather" is an exception. As a result, you need except for.
You also use except for at the beginning of a sentence:
3a. Except for me, everyone got to eat cake.
3b. *Except me, everyone got to eat cake.
But you typically use except before a preposition phrase:
4a. ?She likes to go for walks except for on rainy days.
4b. She likes to go for walks except on rainy days.
(People do say things like example 4a, but it's a lot less common.)
In my experience, when we exclude technical books on software and programming, and focus instead on other kinds of prose, it is unusual for a sentence to start with Except if. Most often, an except if-clause is added on as a qualifier after the matrix clause rather than used as an opening condition. On the other hand, unless-clauses appear before and after the matrix clause.
There is very little difference; one of them has a more formal register than the other.
In Britain, we normally use the preposition phrase "out of", and that's accepted in formal English. In informal use, some dialects regularly omit the "of", and it is understood in context. I don't recommend this form when you are writing.
Other regions appear to have this distinction reversed.
As an alternative, you could also consider, "He gazed through the window", but that is slightly different, as that can mean gazing in to rather than out of.
Best Answer
In this case, you can use either one:
In this example "us" is the list of exceptions to the set of all people ("everyone"). When you have a discrete set like this, you can use either one with the same meaning.
But sometimes you don't have a discrete set. For example:
"A pleasant day" isn't a discrete set of things to which "the weather" is an exception. As a result, you need except for.
You also use except for at the beginning of a sentence:
But you typically use except before a preposition phrase:
(People do say things like example 4a, but it's a lot less common.)