I try to get everything even on my first play through the game due to the fact that I like to move on to other games I haven't played instead of replaying the same game over and over again. If I would happen to miss something big on the first playthrough, I msot likely would go back though.

However, when FFXII is released, there's no doubt this game will at least be played through twice by me. We've all waited way to long to get this game, and I'm taking full advantage of it when I get it.