Take it from someone who has seen her share of prison dramas (and who counts "Cool Hand Luke" and "The Shawshank Redemption" among her favorite non-Hong Kong movies): This forbidding work is a particularly raw, grim and devastating example of this genre as well as in general. It also is eventful to the extreme. In all seriousness, this is a film in which the following happen within its first half hour: Two dirty fights (with heads utilized as weapons as well as targets); dramatized memories of a man mercilessly battering a woman; another in which the same woman and another man indulge in love-making after escaping -- though not entirely unscathed -- a slash attack; a lonely drug-taking flashback; and one other distressing flashback in which a woman is forced to drink urine by a group of men. All this plus a clearly presented introduction to prison life for a first-time convict, there to serve "just" six months who (nevertheless) gets placed among hard core lifers, multiple offenders and others.
THE FIRST TIME IS THE LAST TIME obviously has certain conventional prison movie leitmotifs (e.g., warders who are generally meaner and morally corrupt than certain of the inmates). However, the film's bitter tales -- which nonetheless have sweet moments, thus accentuating the sense of tragedy when bad things occur -- are given definite twists by their being told by, and mainly involving, female characters; quite a few of whom truly manage to transcend what might have been tired stereotypes due in large part to the high caliber acting on view (The truly versatile Carrie Ng received a Hong Kong Film Award Best Actress nomination for her no-holds-barred portrayal of the film's protagonist; and the motherly Meg Lam got a Best Supporting Actress nomination; something which IMHO the very young-looking Season Ma deserved as well).
Even if some of THE FIRST TIME IS THE LAST TIME's secondary characters are less multi-dimensional, they still are at least neither without color nor cause to be in the story (I think this particularly of: The scary inmate known as "He Man"; the lip-curling senior warder; the spoilt convicted rich girl; her at-wits-end father (played by the ubiquitous Kenneth Tsang); and also the beloved boyfriend for whom 7144 went to prison and is supposed to do another favor). I additionally think that the main characters -- and the film as a whole -- are given greater complexity and depth by some attention being paid to the primary women's differing relationships with their boyfriends (notably the one sensitively portrayed by Andy Lau) and a father (who doesn't say much but whose interactions with his daughter convey so much about him and her).
My rating for the film: 9.