It all depends on how much power you already make in 1st gear. If the car is a weak dog then I'd spray in 1st, but any 3L and above it wouldn't be worth the nitrous waste and tire wear. Spraying in second if it is a moderate shot and then with a progressive feature would be good and then let it rip in 3rd.
Former owner of '99 CSVT - Silver #222/2760
356/334 wHP/TQ at 10psi on pump gas!
See My Mods
'05 Volvo S40 Turbo 5 AWD with 6spd, Passion Red
'06 Mazda5 Touring, 5spd,MTX, Black