welcome page before main page (home page)
If you're happy to go down the module route, the following should get you started.

You're going to want to set a cookie to see if the user has been to the site before.  If the cookie is set, then you know the user has been to your site ebfore and it shouldn't redirect to the splash page.

function MYMODULE_init() {
  if (!isset($_COOKIE['mysite_firstvisit'])) {
    drupal_goto('path/to/splash/page');
    setcookie('mysite_firstvisit', '1');
  }
}