I've allowed them, but I'd be wary of allowing any from Dragon magazine. The Unearthed Arcana ones are harsh enough that it shouldn't matter when you show them to a minmaxer, and will actually come up in play, addin to the fun of the session IMO (ah, my friend's Feeble wizard and his bad, bad, climb check modifier).
Realistically though, an extra feat or two at first level doens't seriously hurt game balance. I am not going to allow them in the future, I will just up the frequency of feats instead.
Rav