Is it better to wire power to your switches or your fixtures first?
For new installations, the important thing is really getting neutral to the switch location.

NEC requires it (in most cases) as of the 2014 edition


Chapter 4 Equipment for General Use
Article 404 Switches
404.2 Switch Connections.
(C) Switches Controlling Lighting Loads. The grounded circuit conductor for the controlled lighting circuit shall be provided at the location where switches control lighting loads that are supplied by a grounded general-purpose branch circuit for other than the following [...]


It allows you to use more advanced switches (timers, motion sensor, lighted, and/or 'smart' switches)

To get a neutral to the switch you generally either need to:

Run power to the switch first
Run a 3-conductor (eg 14/3) between the switch and power location (carrying neutral, hot, and switched-hot).

Given 14/3 is more expensive than 14/2, in most cases, I'd say run power to the switch first unless it's substantially father away from the power source than the lights (eg: the power-supplying wire passes your lights, then you have to double back with power to the lights).
If you only have a couple situations where you need this, it may not be worth it to buy a spool or some bulk 14/3, so it's ultimately a judgement call.