First Aid for the USMLE Step 1, 2010 (First Aid USMLE): Most of the questions on my exam were covered in First Aid. I would say about 80% of the questions on my exam were covered in First Aid. The remaining 20% were were based on information I read in other review books and annotated into First aid.
Pathology: Most of the questions on my exam were either straight Pathology questions, or Pathology related questions that tested other subjects. I had a few questions that weren't in First Aid or USMLE World, but were covered in Rapid Review Pathology. During my exam, I remember saying "Thank God for Goljan" several times.
Physiology: The physiology questions on my exam were straight forward. I had a lot of endocrine questions and a lot of "up and down arrow" questions. Physiology has always been one of my stronger subjects, so I didn't struggle with any of the Physiology questions. I think First Aid was sufficient for the Physiology questions, however sometimes First Aid lacks enough depth in explaining concepts (rightfully so, wince it's a review book), so I would recommend using another Physiology review book alongside First Aid, at least in your first pass through the material to help you understand the concepts better (I used the Kaplan Physiology lecture notes for most chapters, and sometimes used BRS Physiology instead). The Physiology questions tested broad concepts rather than obscure details, so that was good.
Anatomy: the Anatomy questions on my exam were difficult. There were some really easy ones that tested basic nerve lesions, but there were a few difficult questions that tested nerve/artery branches for example that weren't in First Aid or the Kaplan Anatomy Lecture notes.
Biochemistry: I killed the biochemistry on my exam. First Aid was good enough for the most part. However, I felt that the Kaplan Biochemistry lecture notes helped me grasp Biochem concepts better. Some of the diagrams in the Kaplan lecture notes are essential. There was one genetics question I got that wasn't in First Aid but was covered well in Kaplan.
Pharmacology: All of the drugs on my exam were in First Aid. There was only 1 Pharm question that was in the Kaplan notes but wasn't in First Aid. The drug in the question was in First Aid, but the question was asking for a side effect that wasn't in First Aid.
Microbiology and Immunology: I didn't have any trouble with the Micro an Immuno questions. They were all covered in First Aid. I really don't recommend using anything else for Micro and Immunology.
Behavioral Science: I had a good portion of Behavioral Science questions on my exam. Several ethics questions, several Biostatistics questions, only one Psych question I think. I think First Aid is a bit weak in the Biostatistics department. I would recommend High Yield Biostatistics or the Biostatistics chapter in Kaplan.