I like a lot of the information in this article. But after going through a gauntlet of 20+ interview pipelines with 3 offers coming in at the same time and an additional 2 on the way, here's my advice... don't give the first number, give the first range.

Say the market is showing you between $X-$Y.

Consider it a form of late-binding. You want to be dynamic. So make that range both realistic and wide.

This is beneficial to you for a number of reasons. It will eliminate companies that can't get there. Win. It doesn't commit you to a specific number. Win. You don't have to ruin the rapport with an unnecessary game of chicken over who says the first number. Win. And most importantly, you have a wide open range to negotiate in when your offers come in. You can say... hey, I was upfront about my range, and I really feel like I'm <here> in that range for <these reasons>.

Using this strategy has worked beautifully for me.