In my 914 I don't go back to first after I am out of it. It seems that it takes more time to get it back into first than it is worth, plus all the grinding distracts me. On the upside, if you get first gear out of your mind you will find yourself trying to carry more speed and rpm's through corners (safe to do on the autocross course) to compensate. My .02 for what it's worth...I still get waxed by Miatas everytime out.
Sure is fun though.
Chris in Denver