I got on the first train of the day on Rita once, but I've never felt compelled to actively go for the last train of the day. I don't really get what the benefit of being on the first or last train specifically is, personally.
I'd aim for first train of the day because it gets me on a ride quicker, but anywhere in the first few trains has a similar effect, and I don't get why you'd specifically benefit from being on the last train of the day to the extent where you'd go to great lengths to get on it.