Try double-clutching down into first, but not if you're going at a speed that would rev too high in first.
1. depress the clutch pedal and put it into neutral
(you might be able to do that without the clutch,
just pop the lever forward, opinions anyone?)
2. blip the gas and before the revs can drop...
3. depress the clutch and drop it into first
If I don't do that, I almost always have to come to a full stop to get into first. I will use it if I have to almost, but not quite, come to a stop.
It's a good way to get away quickly from a situation where you have to almost stop, like approaching a light that is just about to turn green. First is awfully short, probably engineered that way because of the lack of stump-pulling torque.
You can practice the technique to get it down pat so you don't embarass yourself by grinding the gears in front of your friends.