We had a female Allen's Hummingbird in the yard last night. I can't say it's the first, but it's the first that I managed to photograph and positively identify (added to the yard list here). It was at the feeder for just a moment, then it perched on a tree branch just long enough for a quick photo. Here's some information from the Audubon Field Guide:
A close relative of the Rufous Hummingbird, Allen's has a more limited range, nesting mostly in California. This is one of the two common nesting hummingbirds in northern California gardens (Anna's is the other). Females and immatures of Allen's Hummingbird are almost impossible to separate from Rufous females without close examination, so the status of the species in migration is still being worked out by dedicated hummingbird banders.