I usually do both. First I click the "new post" button, and then I click the first post link if I need to (like to double check the contents of a FS thread for instance). Doing it in the other order messes up the "first unread post" and automatically sets it to the last, while having that link inside the thread would allow users to jump down. It's also nice when you accidentally miss that small button and hit the thread title instead.