As DM I couldn't seem to keep 1st-2nd level 3e PCs alive in my game world, when we started at 4th it finally went ok, so that's what I voted. I'm used to an 'environment' design approach - ie I create the world first, with areas of different power levels, before the PCs come along. I find with 3e that the power gradient is so steep though, it seems impossible to create plausible first level 'heroic' scenarios - 'save the village', 'destroy the evil cult', that kind of thing, because any plausible threat (say, a 3rd level evil cleric) can easily trash a 1st level party. So I agree with those who find that starting at 3rd seems to work best.
edit: typo