I haven't seen anyone mention this yet, but grease isn't the only reason to put the bike in chain side up. If you put that side down, you risk damaging the drivetrain (if you bend the derailleur hanger, your shifting will get screwed up).
I put mine in rear wheel first, too.
The Warrior Princess: 2008 Jamis Xenith Pro / Bontrager Affinity 1 (men's)
2006 Trek Fuel EX 9 / Bontrager Race Luxe
2007 Trek 520 / Serfas Terazzo
Amelia Pond (She travels long distances, has great adventures, and she's a redhead): 2007 Trek Pilot 5.0 / Bontrager Affinity 2 (men's)