It all depends what's at the other end (assuming you know!), and/or what's at the end you entered. If it's anything greater than a metre drop at the far end, you definitely don't want to be coming out head-first. But if it's an immediate climb at the far end then going in feet first would be almost impossible. If it's a large chamber at the same level, then it's pretty much down to personal preference. I would always prefer to go head-first where no major obstacles or hazards are likely afterwards, as my hands and eyes are far more useful than my feet in a tight spot. If it's impossible to turn around, you also need to ensure you can reverse all the moves without being able to see anything, or you could get into considerable trouble, especially if you're the last to go through - i.e. there's no-one behind you to talk you through backwards.
Also bear in mind that if you're the last one to go through and you get stuck, no-one else will be able to get out again. I recently had an amusing episode where a few of us crawled through a tight squeeze into a low chamber, and then a rather more portly person got stuck in the same squeeze, blocking us in. Luckily there were people behind him who were able to drag him out by his ankles - which also saved his face from being damaged by my welly sole, as we would have no doubt been obliged to perform the same manoeuvre from our side...