I'm curious how many times a customer has flipped out on one of you for scribing their ball. There is a guy in town that scribes and a lot of people don't go back to him because they feel that he has scratched their brand new ball. I personally drill the thumb hole first. Just the way I learned and feel the most comfortable with. When you drill the fingers first how does it work when you oval a customers ball on the press. What about bevel etc. Seems that after the oval and bevel the span might come out short once in a while.
We always do the thumb first, then recheck the lines, then drill the fingers. As long as your careful I don't think there really is much difference, but the guy I learned from is all about the thumb first.