Alas, neither of those pairs of choices to go to first and last slide is suitable -- assuming that one wants a slideshow in Mathematica still to allow actual interactivity, including adding or altering input there on the fly. For example, suppose it's appropriate in the middle of a presentation to add:
f[x_] := Exp[-x] Sin[x^2]
f'[x]
Oops: that would take you immediately away from the Input cell where you were working!
(And for the same reason, one would not want to use the letters "f" and "l", as you realized. E.g., if you wanted to add input such as a Plot expression, or to define a function named f.
