Barry:
I think it depends on the period, to some extent (that is, on the definition of what a symphony ought to be). Stravinsky's Symphony of Psalms (in replay to another post in this thread) isn't really a symphony, nor is it his first (it is preceded by the Symphony in E flat and, if you want to use a broader definition, by the Symphonies of Wind Instruments). As to other great Firsts, you can't leave out the Berlioz Symphonie fantastique, if not the "greatest" the certainly the most original piece of its era. Liszt's Faust Symphony also probably belongs on the list, even though no one really likes it. I would leave out Bruckner and Dvorak (good, not "great"), but I would include Tchaikovsky, simply because the music is so characteristic of him in both its strenghts and weaknesses. The Balakirev First also deserves serious consideration. It's a wonderful piece.
I would also add Bizet's Symphony in C, which I suppose you wouldn't call "great" in the grandiose sense, but it is remarkablely precocious, utterly typical of its composer, and it is a repertory item. The Sibelius First is also an unambiguously great work for me, and so is Kullervo (if you want to call that his "First")---very remarkable indeed, particularly given that it preceeds Mahler's big choral symphonies. Then there's Franck, of course, but this raises the issue of what it means to compare a "first symphony" by a composer in his teens or 20s to one in his 50s or 60s with a mature style already in place. This also applies to a composer like Martinu, whose First Symphony is a masterpiece but also, comparatively, a late work, as is Elgar's First (which I personally don't especially like). Indeed, of the English school, only one "First" strikes me as great: Walton's.
In sum, I think it helps to establish some limiting criteria. Otherwise, all we will get is a list of everyone's favorite First Symphonies, and most folk here already know what that list contains.
Dave H