Do you want the intimacy of a first look with the two of you but also the drama of a first look during the ceremony?
Who says you have to choose. I know I didn't on my wedding day, haha.
Then go for starting the day with a first look with you two on location and then doing a first look with your intimates/invited guests as you arrive at your ceremony.
Note: From personal experience from my own wedding day, I can say that this does take some planning & arranging to ensure that your guests are on time and already seated at the ceremony upon your arrival.
(Did someone say wedding planner here?)
Summary:
Everything is possible! Above all, do what you feel like and what suits you best.
And is that at your front door for you anyway? Then why the hell not.
Your day. Your rules.