It sounds like you mean that this is your first time knitting in the round on circulars.
Certainly, you will get better with practice. One thing that I do (and several people told me to do this) is to pull extra tight. I don't slip the first stitch, I just follow the pattern, but I always pull extra hard on the first 3 or 4 stitches past the join. For me, it helps prevent loose loops on the end and the "laddering" effect.
Are you knitting around on shorter circulars, or using Magic Loop? If you are using Magic Loop, I might have a few more pointers for you.