Yes to get best value you'll want to focus on VTEC and VTWC as well EMT and GWR who aren't bad and the GWR
Pullman is excellent (but you have to pay for it). You'll definitely want to get in the
WAG Express which is the Arriva Trains Wales Loco hauled service from Holyhead to Cardiff in the morning and then back again in the evening but it only runs Monday to Friday.
You'll want to avoid Northern and (apart from the WAG) ATW as they don't offer first class at all. Other operators like EMT, GA and Chiltern don't offer it on all services (primarily not on the local stuff around Lincolnshire and Norfolk and only on selected Chiltern services) whilst a lot of the London commuter TOCs like SouthEastern, Southern, Thameslink, Great Northern and most of SWT might offer first class but it's little more than a slightly larger seat (or exactly the same seat in some cases) with an antimacassar. Occasionally there isn't even a door between first class and standard!
So you'll want to focus on the long distance intercity operators (VTEC and VTWC) or the long distance services of mixed operators (like EMT and GWR).
You might want to sample the Sleepers as well (Night Riviera to Cornwall operated by GWR from Paddington and Caledonian Sleeper from Euston to Glasgow/Edinburgh and Fort William/Inverness/Aberdeen) but supplements will be required on top of your ALR.