Ok, I have been quiet and lurking for far to long, so here is what I noticed.
Lilah did not "open" the blinds in the preview for next week. We see her resting against the front of her desk as the blinds open(she has nothing in her hands). She starts to move from her resting position. Next, they cut to Angel saying "I'm not bursting into flames." Cut back to Lilah standing in front of the window as it continues opening. What this means I have no clue, but it doesn't prove she isn't the first. Personally, I just think she should come back as Holland Manners did in Season 2.
Next thing, who was the lady in the elvator with Gunn in the preview for next week. It looked vaguly like his dead, and dusted, sister. It wasn't similar enough to warrant that is was the First, but I was just wondering.
And for furture referance, the episode with Holland Manners returning was 2x15 "Reprise." He says "Oh no, I'm quiet dead, unfortunatly my contract with Wolfram and Hart extends well beyond that."
I will also try to dig up what episode Lilah goes into her contract terms as well.......