I try to go 2nd in about 90% of the games I play. There are a few exceptions but most of the time I find it better to have Last turn instead of Having First turn. With 2/3 of the Missions in 5th being objective based that last turn is key. Its a great time to tank shock his guys off the objective and steal it for your own or try to focus on the weakest unit to get that last kill point.
During Deployment there are a few things that you need to think about.. He is going to get to shoot first. Chances are a lot of his things are out of range but those Heavy Weapons are going to be in range. Chances are he will blow up some stuff. Its just how it is. Cant do anything about that. What you can do though is deploy in a way that you can cut your loses a lot. This is key in taking second turn.
So what do you think? Do you like 1st or 2nd turn and why?