@Scott Bilyou, first off, welcome to Stormtrack!
I imagine everyone varies on what they look at first based on the individual and the weather situation so this should be an interesting discussion as the thread builds.
On a typical chase day I start with satellite to see where things stand. If there was overnight convection I might take a quick look at radar but not typically. I then drop by the SPC site and read what they are thinking and then click to their HRRR products to get an idea of what the rapid refresh models are doing for the day. These update hourly so I return often. I'm a fan of WeatherBell.com so chances are pretty good I've been watching the longer range models for several days there. I might stop by there and look at the 4km NAM and see what it indicates.
Throughout the day I keep an eye on satellite and then as things get close to initiation, I watch radar for the first returns of the day and see if it matches my amateur forecast.