I prefer to start at first level. Heck, I'd start at level 0 if given the chance. I dislike combat around and past level 10. It's too difficult, too powerful, too unforgiving for small mistakes or an unbalanced party. At least as written. I can modify it how I wish when I'm running the game, but in other DMs' games or Living Greyhawk, it's just boring.
Also, starting at first level, I get to develop the character's personality organically, as he develops in skill.
For the record, my highest-level character is a wizard 6/divine oracle of Boccob 3. I like the character, but not the adventures he tends to face.