Even though anti-air units not only vastly outrange air units in general, but pack enough of a punch to make fighting against them with equal costs of pretty much any air units in the game a losing proposition, I might still opt to start with an airplane plant or gunship plant, because enemies might not even expect me to make such a bold start, which could allow me to, in the early game, take advantage of the fact that both airplanes and gunships are so good at hit-and-run attacks (with their high speed and durability) that they can reliably inflict attrition damage to enemy ground forces unless the enemy invests in a significant amount of dedicated anti-air units.
However, since I'd expect the enemy to start focusing on anti-air, I could opt to punish them by shifting production to a surface-based factory of my own (such as tanks or ships). Moreover, I'd probably wager that it'd be easy enough to protect my base from anti-air units with some modest defenses (even if they're as modest as, say, Pickets or Stardust), since anti-air can't attack ground units or structures, which makes them (along with any artillery units that the enemy brings to wear down my defensive line) easy prey for some raiders on the ground. Should the enemy try to counter my own ground forces, I'd still have the option of, say, kiting the enemy ground forces to death with some Nimbi, or bombing them with some Phoenixes, Ravens, Likhos, or Thunderbirds.