What is the best first lens after the kit zoom?

A 35mm or 50mm f/1.8 prime. It is affordable, sharp, and the wide aperture creates beautiful background blur that the kit zoom cannot match.

Are third-party lenses as good as OEM?

Modern Sigma and Tamron lenses rival and sometimes exceed OEM lenses in sharpness. They are often $500-1000 cheaper for equivalent performance.