I used to use really nice Nikon 2nd focal plane scopes..
When shooting target at my club, I usually ran full magnification. Zero's in, I could hit a fly at 75 yards.
But, say a squirrel ran in front of me that was only 20 feet away, I could line the x-hairs on it and miss..
Why? Because they move w/ magnification.. If I drop the mag way down to get the squirrel in view,
I'd also have to re-zero a bit..
So, since I personally shoot targets at many different distances, I finally gave up on the extra adjusting,
and I switched over to Discovery 1st focal plane scopes.
It doesn't matter the distance or magnification amount - the x-hairs always stay on point..
How? Because with 1st focal - The x-hairs 'adjust size' as the magnification changes.
Then with 2nd focal, - The x-hairs stay the same size - But the image changes when zooming in/out.
IMO, it's a preference thing, and as mentioned above, also depends on what type
of shooting you do.

Sam -
PS: Here's a nice 'visual' to go along with my 'probably not so good explanation'.