There are no significant advantages inherent in going 1st/2nd/3rd/4th, though players who strongly prefer a particular strategy tend to want to go earlier.
Obviously, the order in which you get to go will affect your opportunities. There are no significant advantages inherent in going 1st/2nd/3rd/4th, though players who strongly prefer a particular strategy tend to want to go earlier. I personally prefer to go second or third - there are often three good spots on the board to begin with, but the choices get worse as the board fills up and choosing late can leave you with poor options.