I do like to slip the first stitch, even for seaming, I find that it makes it easier to see where to sew. BUT I have discovered on my latest project that in some cases it is better NOT to slip. I'm making a baby cardigan and slipped the first stitch of every row, including up the armhole shaping. BAD idea!
The part that gets seamed to the armhole is the top of the sleeve, of course, which is bound off NOT slipped, so I had to fudge a bit to figure out which stitches belonged to which.
I don't know if that made any sense!! My bottom line is that if it's a side seam where it will be seamed to an identical piece then slipping is a good idea (in my opinion!)