Since we are talking about the first multi-cellular eukaryotic invertebrate animals, I'm with Gunfreak. Why would one suspect the comb jellies were first?
Comb jellies are the largest eukaryotes that move by way of cilia (The cilia are arranged in rows, hence the "comb" moniker). That is already quite complicated, and something they evolved from their bacterial antecedents. They are also voracious predators, using specialized cilia in the "mouth" region to trap and "chew" their prey. Since they have a mouth, they have a simple alimentary canal.
Since they move towards their prey, they must have a simple nervous system in order to tell if they are moving in the direction of greater or lesser food density. No point just swimming randomly and hoping food is there. Also, they must have some simple buoyancy control, in addition to their cilia movement.
Compare this to sedentary, filter feeders like sponges. No movement capabilities beyond cellular growth. No organs, muscles or neurological tissues. They do have flagella which creates a bit of turbulence and drives water borne nutrients and food into small,holes called Ostia. And that is how they eat.
A side note: there is an interesting part of Richard Dawkins book, The Ancestors Tale, about the evolutionary significance of sponges.
And no, Winston. It's actually not a consensus. But this new research may move things towards a consensus. That's how science works, right?