I mostly prefer having people start outside, as it cuts out many turns of creeping slowly out of the dropship and establishing your first perimeter, you can get into the action more quickly. You're also less vunerable to a grenade tossed into the dropship (I lost more than one UFO / TFTD team that way), and sucky psionic strength, when that gets implemented (I lost more than one team to the first few encounters with psychic aliens, when your otherwise awesome, but with terrible Psi scores soldiers reveal themselves)