If I understood you correctly, your asking that on the initial set up should you choose the option of a new phone or to setup from backup?
if that is the case, it depends on what type of data you want to transfor from the old phone to the new one. For instance,if all if your data is already stored in iCloud than choosing to set up as a new phone should not be a problem. However, if you have data that cannot be stored by iCloud then it is a better option to choose to set up from a back up.