I'm in the habbit of turning on my tx first. However, on my PCM receviers where I have programmed in a fail safe configuration I found I have to turn on the rx first so it can receive the instructions for failsafe from the transmitter. This is with a Futaba 8U radio. Also, I once had an on-board glow driver that required the rx to be turned on first so that it could get initial data when the tx was turned on.

As Rosanne Rosanadanna said, "It's always somthing."