I think psychologically, it is better to be the one to blurt out the first number in order to take advantage of Anchoring Bias (http://en.wikipedia.org/wiki/Anchoring). BUT, I think that this only applies when you have good knowledge about their salary range, or at least the market range, because you can start the conversation at the top of the range instead of the bottom. Discreetly trading salary data with a few friends can be quite beneficial I think.