I think its a great idea at a club level to return serve first if you have the choice. Brad Gilbert recommends this as well in his book "Winning Ugly".
Returning first gives you an opportunity to:
1. get in the groove (as you said)
2. take some chances and apply some early pressure
If you win, you have gotten an early break and immediately increased the pressure on your opponent. If you lose, don't worry about it because your still on serve. I see it as a win/win myself.