It sounds like everyone is trying to come up with some way to autodetect whether or not a certain paragraph is the first paragraph and have the formatting adjusted appropriately. I guess that makes sense since this is the Calibre-Converting forum but as awesome a tool as Calibre is, I've never had a conversion take care of everything to my satisfaction without some cleanup work beforehand.
Why wouldn't you just create a new class for any paragraphs that youu want formatted differently? Maybe I'm just missing something.
Whether creating an ebook from scratch or converting from some other format, I always use Sigil for editing and creation. If converting from some format other than epub, my first step is to always convert to epub and look under the hood. Once I get everything looking the way I want, it's very simple to convert to whatever final format you want, mobi in my case.
I use a general class called para for normal paragraphs. I use another called chapteropenertext for first paragraphs. another called paraspaceIndent or paraspaceNoIndent for first chapters after a scene break depending on whether or not it's supposed to be indented or not.
I know everyone comes up with their own techniques but this seems to be the easiest way to me. If I've said it once, I've said it a thousand, er, well, at least three times...
...it's impossible to beat the one-two punch offered by the combination of Sigil and Calibre. They are an ebook creator/editor/converter's best friends.