Starting from the inside (spoke head on outside) is definitely easier.
I like threading my spokes one at a time (its part of the therapy)
Using the key spoke does help align that valve stem in a convient spot (if that is important to you... or not)

if the outside set of spokes is 2 over 1 under, isn't the inside set 2 under 1 over?

checking my spoke, I can hardly believe the twisting that will be necessary to go 2 under 1 over from the outside. darn, that will be so hard! would be interesting to see

btw: there are people out there lacing 3X with all spokes on the outside! wierd