Depends on what you're growing... starting small and transplanting is great for photoperiods, not great for autoflowers.... autoflowers don't like to be transplanted as this is pretty stressful and they don't usually have time to recover but photoperiods are an entirely different matter... starting them in a smaller pot will allow for a really good root system to develop which, in turn, benefits them when they're transplanted. So in short - if they're autoflowers, plant them in the 5 gallon, if they're photoperiods, it doesn't matter.
Good luck!