I have to agree. I don't take the 1st map spawned for me either.. I hold out for something that just strikes me... not always the same, but there are some definite factors I look for. Trees are a must, at least a few so I can get wood and can always plant more. I hate Ice Biomes.. so I avoid starting in those, but they're fun to explore and expand to. Also, really don't like starting on the coast of a real small island... I like my room to expand without having to go underground all the time.
The other day I generated and deleted dozens of worlds trying to find one with a surface lava pool near the spawn point, but no luck. I did eventually find a world that had lava flowing out of a mountain from a single source above the surface, but that would have been easy enough to place myself if I really wanted a lavafall. I kept that world anyway and so far it's been my best world for finding diamonds.
If I'm going to play to survive, then I'll take whatever world comes to me first. In my mind, that's part of the point: you wake up somewhere completely new and have to make the best of it. But if I'm looking for a world to build in, then I'll spend quite some time generating new ones until I'm satisfied with the area around my spawn. An hour and a half of that resulted in an awesome mountain world last night which I managed to save from being ravaged by a forest fire.
Besides, sometimes it's nice to just wander around in a world, looking at what the world generator can do. For all the boring ones there are a lot of beautiful ones created as well.
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I did thast quite a lot when I first started playing Minecraft. The largest size world that I got initially was about 2.83 MB. I would end up on a world that wasn't ideal, or there was no coal nearby, or no mountain in which to make a base, and so on. I finally settled on the one and only world I've been playing now for about 4 months.