Well... you may like playing in first position because you can be the first to bluff, but what are you going to do when someone with a real hand calls or raises you from a later position? In late position, you can get an idea of how strong/weak other players are - if no one has a hand and it's checked you're in a safer position to bluff. Acting last gives you tons of information about how the other players are going to play the hand. If I'm going to bluff, I'd rather do it with that information than without it.