I still think going first gives you the advantage in most cases. It always puts a small amount of pressure on your opponent right away, which you can leverage to your advantage. You also have the flexibility to accept a stop early on, if you don't want to risk them having a great hand. I would bid 1 or 2 depending on what I knew about my opponent, to try to go first ever game.
Out of my 4 losses, 3 were from my opponent bidding higher or winning the toss, and being able to outrun me, the other was from
Worry coming down at site 2 and a Soldier discarding my Sleep.
While I do think it's smart to try to bid to go first when you can, I do think that you need to know when to accept a stop and let your opponent pass, at times...