I found this to be a sore point too, as I always feel like I "have to" kick into 2nd as soon as I take off.
My way around it is to drive in one of two modes:
1. Traffic / City mode - In this case, usually in a traffic light behind a car, I expect to have to start slow, and drive behind a car, which will accelerate slowly. I start in 1st, and as soon as I gain a bit of speed, I shift into 2nd, and trust the engine's torque to pull me through the junction. This helps me avoid driving in 1st in high RPM and letting the engine scream.
2. Free acceleration mode - In this case, whether inside the city, without traffic or outside the city where I can accelerate quickly, I'll start in 1st and pull the engine till mid-high RPM (just the below the "cry" from the exhaust), before shifting up to 2nd, 3rd, etc. - This allows me to accelerate in a linear fashion all the way up to cruising speed.
Hope this helps