I was on a plane once that had 3 failed landing attempts somewhere in Finland, due to crosswinds. Yes it was bumpy and I remember that we got so close to the ground on the third attempt, then the engine noise changed and I just knew that we were not going to make it. But I don't remember it being in any way scary.
I've also been in a holding pattern over London for about 3 hours coming back from Italy when we'd lost our landing slot due to delay. It was very boring - but it was daytime and you could see other planes circling as well, all of us orbiting in an enormous spiral. I imagine that there are different orbits at different altitudes (maybe about 10000 feet apart?) as we would go around a few times, then appear to descend part of the way then go around again a fewtimes etc etc. I know nothing about flying, maybe someone who does can confirm or refute this impression?