My two pennies...
When I took the FE Exam in Spring 2009 I took the General afternoon and passed first attempt. I thought it was pretty easy and it seemed to line up pretty close to the curriculum I took for my BSME. I had been out of school for less than 1 year. I received different opinions prior to the exam from different sources on which module to take. One professor recommended strongly that I take the Mechanical afternoon session, even though it is harder, because in his mind it would prepare me more for the PE exam. My argument for that logic, which was shared by many colleagues, is that if I don't pass the FE what's the point of studying for the PE, in other words, first things first. I did find the General afternoon questions pretty easy, and I remember glancing at the Mechanical afternoon questions which seemed much harder.
Now, I just sat for the PE exam in MA this past April, (still haven't received my results!), and I think I passed, however the exam was much harder than I expected, especially the afternoon module. I took the Thermofluids module and I had to flat-out guess on 19 of 40 questions. However I have to admit that my professor may have been right. The PE exam did seem similar to the Mechanical afternoon session for the FE, although much harder.
Ultimately my recommendation depends on what your objective is, and when you plan on taking the PE. If your sole objective in taking the FE is to pass it, which was my sole objective last year, and you have only been out of school for a few years or less, then I would recommend the General afternoon exam. However, if you have been out of school for a while and/or you plan on taking the PE exam soon after passing the FE exam, (which is what I did since I already had my qualifying experience since I obtained my BSME at night while working full-time), then I would recommend studying for the Mechanical afternoon exam in that you'll be somewhat studying for two exams at once.
Again it really depends on your situation and your preference, there is no "right" answer. In hindsight I think I should have studied for the Mechanical afternoon on the FE as I didn't feel strongly as I would have liked about my performance on the PE Exam, although I think I passed. Hopefully I find out soon, (the wait is killing me and seems totally unnecessary since almost every other state has already found out). If I passed then it would seem to not matter. If I failed, then perhaps taking the afternoon Mechanical module on the FE would have been the difference???
Hopefully my experience helps you out.
Best of luck!!
