Certainly you want your refund as soon as possible, and you would like to have your taxes filed and done. However, make sure you have gotten all of your documents before you file. I.E., make sure you have received all of your W2s, 1099s, mortgage interest statements, K-1, capital gain, etc.
If file before receiving all of your documents, you risk making a mistake that may lead to delays in processing your tax return.