I'm new to this whole bee thing (since last Saturday) and I decided to try to let the bee do as much for themselves as possible. Going foundationless is certainly the first step in that direction. The first thing you have to realize is that in order for this to happen, your hive should be perfectly level. Second thing, as many have already stated, having some already drawn out comb flanking the empty frame that is being drawn is certainly a best practice. The easiest way to do this is through purchasing a nuc, not a package to start with. The little added advantage to this is that you'll most likely have to pick up a nuc and this will ensure you get more localized bee stock (and also meet a local beek vender, a good resource to know). Also, make sure you have a good guide along your empty top bars. I chose to use a grooved top bar on my frames with wood contractor shims cut and fitted to size. I wanted a good, concrete guide for the bees to hang from and draw comb along.
I did my first real inspection on the hive, a full 6 days of build, and the frames that are flanked by the purchased, fully drawn nuc frames are being drawn evenly and straight. I am trimming all the burr comb and cross comb as I go (not really that much). I'm also making sure that my frames are tight together and everything is going according to plan right now. Last thing, I have also chosen not to provide any supports in the frame. No guide wires or fishing line. This means that when handling the frames the responsibility is on me to manipulate them so that the comb is not held parallel (horizontal) to the ground at all times. So far so good. I live in Florida and right now the temps are mid 90's daily and all the comb looked good and was rigid (thought is would be more floppy in the heat). So your desire to start out foundationless is viable and a decision only for you to make, just realize the handling responsibilities that go with it from the start. Also, the easiest way is to go with a nuc instead of a package (some drawn frames will be provided) or get some already drawn comb frames from a TRUSTED source. Going with a nuc also gives your bees a little head start since they're probably a more cohesive unit with brood coming online and the comb drawing task won't be as much as a hardship.
Just my .02 from one week of experience as a newbie beek. Developing the desired habit--always easiest from the start...now that comes from years of experience. :-D