Well, we all have to do them, but could using paper and pens soon become a thing of the past?
The new chairman of an exam body called Qualification Wales is looking into making young people take their GCSEs online.
David Jones says the change would reflect how teenagers live their lives and how they study a bit more.
But he also said lots needs to be done to see how the technology would work.
The most obvious one is it saves paper, making it more environmentally friendly.
It's also more in keeping with how students are learning in and out of the classroom, and with the future world of work.
More and more of us are spending time online and using technology and Qualification Wales say it doesn't seem right to do traditional pen and paper exams that are at least 50 years old.
By doing exams online it also means students will be able to keep up with the way they are done in other parts of the world.
Last year in parts of Wales there were issues around making students do assessments electronically.
Pupils doing a GCSE computer science exam were affected after a technical problem came up during their test.
Students weren't able to log on to the online resource for the exam and it was then delayed for half an hour!
Plus it would mean you would need to be pretty fast at typing.
Would you like to sit exams online or is the old fashioned way the best? Have your say below!