Hm, it depends on the belt.
Mostly I use the 2nd hole and tuck the end into my belt loop, but my smaller belts (flimsy, decorative type that don't really hold anything up) I use the first hole.
I have one really substantial leather belt (that's a man's belt, shhh) that I use the 4th hole on.
A man's belt might be what you need, actually. The kind I have has that loop next to the buckle, but it isn't sewn down, so I can slide it all along the belt to keep the end flat if it doesn't reach the next belt loop on my pants. That might solve your problem!