Is there a psychological advantage to be first? According to Psychological Science, there is.
Using wine as the test medium, researchers asked hard-core wine drinkers (as in, people who are serious about their wines, not serious about drinking) and ordinary
wine drinkers which in a series of wines they preferred. Participants were given between two and five glasses of wine to taste. At the end of the tasting, drinkers were asked to identify their favorite glass. The participants weren't told that all of the wines they tasted were from the same bottle.
In the end, most participants favored the first wine they tasted (primacy) - regardless of their knowledge of wines. Interestingly enough, high-knowledge drinkers also seemed to prefer the last glass of wine they tasted (recency).
Researchers noted that high-knowledge drinkers would rate the most recent glass to the last one tasted -- putting an emphasis on the last glass.
In trial preparation, always go with your strongest argument first. It is through this argument that you are asking the jurors to filter the evidence they received during trial. Whatever you do, don't end with a weak argument. If you think the argument's weak -- leave it out. That last argument is the last thing the jurors will hear from you and you don't want it to compare unfavorably with what came before.