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HG, Jeremy, am I wrong in thinking you are both arguing from a similar
point of view? Believe me, I am sorry I cannot come up with statistics to
demonstrate my points. But are statistics the only thing you will accept as
evidence? Grin, if so, we will probably have a bit of a wait before
"proof" comes in. [If anyone would like to "help" me run one of HG's
programs (aka: basically do it for me - I am no longer any good at that
sort of thing and never programmed) please contact me. ;-) No, I'm not
expecting to hear from anyone!] 

I will say that 10 meters is far less important at the beginning of the 10k
race than it is at the end. One of the features of Chief is that it is
deliberately made to slow down the initial combat by a turn or three. In
that sense, white is "merely catching up to black in the race" - that is,
coming close enough to black to press a decent attack. It does take a few
turns to put together a decent attack. And that's why I say there is no
first turn advantage, because you cannot press home any attack quickly. You
literally have to marshall your forces first. Is there a first move
advantage in wargames? As chess pushes toward wargames, I think you'd have
to expect changes in behavior.

Jeremy, we need to define terms so I'm not talking past you. I see the
set-up as a general condition of the game, in the sense that all the setups
in the Chief series [but not necessarily the Warlord series, because some
of those setups are very close together - A Clash of Arms and Civil War,
for example, might very well show a first-turn advantage] are made to
prevent rapid and effective initial attacks. FIDE thrives on rapid and
effective early attacks until you get to the high levels. And then it
thrives even more on early and rapid threats. The design of Chief includes
an organization/rally phase in the very beginning, where you order and
advance your army to contact. 

Here, HG is where I see the effect of promotion. In running through game
situations in my head, it is clear that promotion would change Chief, and
my claim of no first move advantage is very suspect. Because obviously, the
2 turn move advantage I give white does cause black to give up a little
territory, and if promotion occurs, white clearly has a small advantage,
because they go 5 squares to promote, and black goes 7. In Chief, that 2
square difference means not only do commoners have farther to go, the
Chiefs must also advance one extra time to allow movement, to match the
free move white got. [However, grin, I would like to see some statistical
proof that a 2 move advantage actually exists for white in Chief. Just
because I can see it and agree with you doesn't mean it exists, right? ;)
]