There are a variety of prescriptions for what to do first thing in the morning, which of course correspond to various states of health.
What types of people would you into each of these...
fasted weight training workout (a la leangains, probably for more serious weightlifters)
fasted long slow distance walking (travis has mentioned this on here as a way to lower plasma triglycerides and I would agree it's beneficial to many for promoting efficient fat burning.
fasted high intensity interval training
eating a large portion of protein within 30 mins of waking ( a la Quilt's leptin reset)
edit: I didn't phrase my question very well, I'm wondering what factors/health status, etc. would be present to make people best served by one of these 4 different approaches.