I find first-person to be more immediate, and more involving. I seem to be able to get through first-person books faster.
I don't quite understand why people find it hard to identify with a character different to them - it's not you, it's that character telling you their story.
The Name of the Wind by Patrick Rothfuss starts out third-person, goes into first when the main character starts telling his story, and becomes a much better book.
No Highway by Nevil Shute is first-person, but the best, most intense, section, is about other characters, in third-person (and it doesn't really make much sense for the narrator to know so much about them, but never mind).
I don't have a particular preference, though. Whatever serves the story.
I'd guess the Dresden books are in first-person because the that's the hard-boiled detective trope, from Chandler and the rest. I have a couple of colleagues who are big Dresden fans, but I didn't much like the first one and never bothered with any more.
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