I do the same; it more clearly shows intent IMO. I think your second example is more ubiquitous because of the teaching that "jumps" are bad; break, continue, goto... all of them bad. Don't do that. Etc.
Where I use this pattern a lot is argument validation on the tops of method bodies. And sometimes, "avoid the impossible conditions early" rule
1) reduced nesting in the first,
2) makes it more clear that unusual condition should simply be skipped.
Is this a personal style thing, or should is it generally preferred to do the second option?