I think Gambit cameo'd in Uncanny X-Men annual 14 before his first full appearance in #266. Onslaught was name checked in about 1 million x-comics before finally appearing...That one's a tricky one. It's not really quite the same as the others. For instance Wolverine. Wolverine had his big introduction on the last page of Hulk 180 and then the story continued into 181. Gambit was in Uncanny Annual 14 and it wasn't really a last page cameo, he was a regular character in the story and I remember buying that issue and being confused wondering who that guy was. Uncanny 266 is considered his first appearance and was probably planned to be his first appearance, but I'm guessing the annual got released earlier than planned (I know there was also a snafu on that annual storyline where Parts 2 and 3 were reversed on the covers).
Answers
She had to wait another 17 issues to get a full panel and deliver her signature line.
And most people point to #300 as the key issue
interesting... others?
I always thought that Red Sonja's appearance in Conan 23 was a full appearance. I don't have the issue though, it is just my impression (I do have 24 though, the cover is much better :) )
And if you're going with retcons, Uncanny X-Men 201 is his first appearance anyway.
*For example purposes only. Please don't rip out my toenails as it sounds very painful.
Plus didn't Ninjak have a cameo first appearence in an issue of Bloodshot?
Im woefully ignorant about Valliant... (or maybe thats a good thing...)