6 Pylon - Used for rushes or fast gateway builds - Usually considered the most cheesy first pylon.
7 Pylon - (this one i use) Reasonably quick, damage to econ is minimal - Better for quicker tech
8 Pylon - This is what i see some SC2 players do. It gives you a econ boost at the start at the sacrifice of slightly later gate. At this point your nesus usually has enough energy for chrono boost - Considered the "pro" first pylon
9 Pylon - Apparently standard. People use this even though it has you supply blocked temporarily if you want more probes. This pylon gives the best starting econ.
When do you place your first pylon, and why?