There are many variables, the most important of which is whether you're willing to restart from the deployment if everything goes downhill. This probably dictates most how many risks you want to take (and how quickly you want to be done with the mission).
I assume you're either referring to Kitsune or Sky* which all have "ramps". Kitsune's design offers better protection if you don't move at all (unlikely but not impossible for the aliens to shoot inside). Sitting still on turn 1 (or just throwing smokes) does not completely guarantee survival. Sitting still in Sky* could be lethal if the aliens see inside the craft in the deployment (you could even get grenaded/blastered when the aliens move).
Nonetheless, first you should check where you are on the map. If you're close to the right side, there's better chance that aliens aren't directly facing inside the craft, and possibly even that they are deployed only on the side or the "back". Then it might be slightly safer to deploy out of the craft.
The aggression rating of the alien race is also a factor. Chasers have aggression of 3 which means that they often seem to run around and spend all or almost all of their TUs (almost all other races have 2, but Ethereals only 1 which leads to camping behaviour). So if you you know which aliens are out there (for example, you follow the "wave pattern" of UFOs on a particular mission), this might be a factor whether waiting on turn 1 is advisable. So with Chasers in particular the mission usually goes much smoother if you wait on turn 1.
My strategy has been slightly different when I didn't have good armors such as power suits yet (good enough to survive most laser and plasma hits).
If possible, deploy in the dark (even though aliens have usually 20 night vision) and throw out flares. That way at least aliens further away don't reaction-fire at you. Use some smoke. Use a disposable (untrained) dog or two to deploy first (if you want to avoid agent casualties). If you threw out smoke, a scout drone is also a good scout because the smoke doesn't hurt its vision that badly (though I'm not sure if drones can be completely destroyed by plasma or laser, with no chance of survival?) and it can see in the dark.
In mid-game, you have probably been able to scavenge some power suits or shock armors. Then alien shots are much less harmful, and even though you take some wounds, you aren't usually insta-killed. When you have these armors, I think it's relatively safe to also deploy a few scouts with these armors in turn 1 (and if everything goes well, even continue deploying the whole team if you are willing to take some chances). These armors also provide decent night vision.
I'd be interested in hearing more, especially ironman strategies.
