I first wort nearly every beer I brew.
It gives a "deeper" hop flavor, not more hoppy mind you, a "deeper hop" taste.
Or to expain it another way...
I think it provides a more complete flavor profile that stands up better. Many times, I taste hops on the front and sides of my tongue, with a FW beer, it tends to completely coat your tongue with hoppy goodness.
I find the benefits to be greatest on beers like pils and lagers, and it did wonders for my steam lager. That one tasted so much like St Pauli Girl it was scary.
Everyones taste is different mind you but I strongly urge you to give it a try.
edit; I first wort by adding 1/2 of my boiling hops to the pot as I sparge out the first runnings. From there on add the rest of the hops as schedualed.