MOST rifles do put the first shot from a cold, clean barrel slightly off from subsequent shots. The difference is due primarily to the fouling left after a typical after-shot swabbing, IMHO. Some rifles exhibit a near negligible difference while with with others the difference can be significant. Always start with a clean and dry bore, alchohol patches followed by dry patches work well for me. I would advise you to swab thoroughly clean and allow to cool between shots, effectively sighting in for the cold, clean barrel situation.
But some rifles with certain loads shoot much better fouled, so a squib load before the bench or hunting should give you best accuracy and shot to shot consistency. Just don't forget to clean before corrosion rears its ugly head. (Which can be not such a long time with certain powders in certain climates.) Hunting with a clean rifle is better of course, aside from the possible increased accuracy fouling might gain you.
I've a couple of rifles that seem not to care whether lightly fouled or clean, the impact is essentially the same. Other shooters have suggested simulating the fouling by use of a small wrap of newspaper or teflon tape on the first load. Many claim the tape method works well with that first shot then grouping with the following.
