Normally I have frequent flyer status when I board a flight, and I take advantage of it to make sure I'm one of the very first to board, if not the first. That allows me to:
Get comfortable, get things out of my bag without disturbing others, etc.
Not have to stand in a long queue in the jetbridge (on a large plane, boarding can take ~30 minutes, and this is quite tedious).
Find a place for my bag in the overhead locker without worrying that there won't be room and it'll have to be checked (more of an issue on small planes than large ones, although I think it still happens quite rarely in practice).
Are there any advantages to boarding later, or near the end, that I'm missing? (apart from the obvious one of not having to get to the gate quite so early). I never understand why folks wait (although obviously there must be someone at the end!)