Last week Eyonix started a poll on the forums asking players what they do directly after logging in (all of the options are listed in the picture above). For me, it's no contest -- before I do anything else, I always pop the friends list up to see who's around. The only time this doesn't happen is if I'm logging on in a rush for the night's raid, but I try to limit the number of times that occurs. Reading this poll has made me realize the extent to which I depend on my bank alt for mail and AH-related business; my main very rarely needs to check her mail.
If you're interested in responding to the poll, it'll be running for another day or so, and you can find it here. Because it's on the official forums, you'll be prompted to log in to your forum account before replying.