From my experience, I can say that it doesn't matter if you wait before you make your first deposit (on a few sites I waited months before making my first deposit). You will get the "first deposit bonus" even if you wait months before depositing. Just one exception, there was one site that I cant remember the name right now where you had 60 days to make your first deposit to get the bonus. Also, I believe the poker site
"Intertops" will close your account and send you an email calling you a deadbeat if you don't make your first deposit within a few months (there was a CC thread on that a few months ago).