They don't really deserve it but then no one else does either.
This.
There should not be a nationwide primary, there should just be a few states doing it at a time. Since no state deserves to be first all the time, the order in which states hold contests should be randomly selected through a lottery each cycle. One state can be randomly selected for the first primary, then two for the second time, and three for the third round. After that, the number should not exceed five.
A nationwide presidential primary would be problematic in a field of multiple candidates, and holding a few contests at a time can help eliminate candidates aren't fit for the long haul. But no state should be entitled the special position of first all the time (and I say this as someone originally from Iowa).
You meant something else by my statement than I did. I didn't just mean no state deserves to have it be first all the time, I meant no state deserves to go first any time. If you have state primaries at different times, which I believe is valuable, then it's going to be an inherently arbitrary and unfair process, and some primary cycles are going to be more important than others. It may make sense to focus on a few small states as traditional starters because of the creation of a tradition of retail politics like that has developed in NH as Shields discusses in the piece. If it were a different state then NH, then that state might recreate similar traditions - though longstanding political culture plays a role as well.