Starting the engine without stepping on the clutch pedal is better for the crankshaft thrust bearings. However, the clutch is so light that it really doesn't make any difference in engine longevity. It's a good habit just in case the transmission was left in gear.
Thrust bearing wear is a problem with very strong aftermarket clutches. Basically, you're working against the clutch's pressure plate when you step on the clutch pedal and cars with very strong aftermarket clutches can wear the bearing down since the engine is getting started and you don't have oil pressure yet. This is more of a problem with racing applications and less on daily driver applications.