If you feel like it after your first ME1 playthrough, it's actually best to do 2 playthroughs of ME1 with the same ME1 character (by importing your finished first game back into ME1 for a second go). This gives you a good chance to get to Level 60 (your first game will be capped at Level 50) and when you import a Level 60 character into ME2, you will start that game at a slightly higher level. It's certainly not critical though, so if you don't want to do a second ME1 run, don't fret about it. You will want to import your ME1 character into ME2 regardless of what Level they are at since that will open up more dialogue choices and can also impact what NPC characters you'll have appear in certain quests in ME3.
When you're selecting your squadmates in ME1, you get a look that how your squad is balancing out for weapon, biotic, and tech strength. For my first playthroughs, I liked to take a balanced squad with me. For all missions, you will want to be sure to have at least some decryption and some electronics available to you (since this is what allows you to open crates). If you have yourself or one squadmate up to the "Hard" level in these areas, you can be assured of being able to open all the crates. Otherwise, you'll probably want to experiment a bit with different combos of squadmates to get a feel for what works best with your own personal combat style.
Do be sure to take a variety of different combos of squadmates onto the various elevators on the citadel... lots of great different random dialogue goes on between them during those. Also, if you hear a "Huh" or something similar from one of your squadmates as you're walking, stop and click on them. That "Huh" usually means they have a line of dialogue available to say at that location.
If you do use one basic squadmate for almost all of a playthrough, there is a companiion achievement for each squadmate you can get to that. So, if getting those achievement sis important to you, then you're better off just sticking with one pair of squadmates until the achievements for each of those two pop.... which is usually very near the end of the game. Also, if you're trying to get Liara's companion achievement... best to organize things so that you recruit her as quickly as possible.