I'll assume the MC is a woman here...
I prefer when the main character is simply inexperienced and sees sex as that thing people in love do. Fairly innocent without her being a saint or something, and simple, left open enough. Then she starts having experiences that say otherwise like seeing other people doing crazy shit. Usually devs add a slutty friend to help nudge the MC, which is not even needed sometimes.
Because of that I like when the game goes through multiple, varied scenes without penetration of any sort. Having a guy whisper in ear, touch her leg, her thighs, her arm, brush against her breasts, the MC showing her underwear, letting someone lift her skirt, not stopping a kiss on the cheek. All that stuff I love, and all of that in constant escalation is what works for me. You bet I want her to be groped well before she's actively touching around.
I do not like having the sex scene at the end, but well, this depends on what you call sex. Some might see a handjob as sex, or a blowjob and I can understand that. So the MC having sex for the first time should always be left to the player honestly. Chances are that if you introduced multiple characters people will choose the one they like more, or they will be crazy and make her go into an orgy right away... which is usually not a choice you usually have for a first sex scene.
I also absolutely despise when the MC is all shy and shit, then two scenes later she's getting groped and as soon as a dick comes out she's all over it because "it's so hard and the smell makes me crazy". Please... I know it's a game, but... no.
I do want to grind enough for her to be lewder, I want all of the tease first. One of my favorite games (actually completed) is this:
Grace of the Labyrinth Town. There's a lot of groping and touching before the MC is even touching a dick, then there's more waiting for orals. Then at one point later she does anal, and when there's finally going to be vaginal the game let's you choose who gets to do her first. It's pretty amazing. Also, plus points for MC having an actual human body without breasts the size of a basketball. Though the game has some blackmail and shit, but still qualifies as a slow burn.
Yes, I like the grinding when it's worth it. If I wanted to see some quick sex I would go to other places or use one of the save files people post. In fact... if I cannot see any sex when playing the first hours (without any rush I mean) then that's great.
Damn... why can't I write normal sized messages like most people?