Keith, I would not recommend using a Loop to accomplish this.  On a
spreadsheet with 50,000+ lines, that loop could take quite a while to
process.  Now, I don't know that the OP is dealing with a spreadsheet
that large, but the potential is there, so a Loop wouldn't be the most
effecient method.

That in mind, If A2 was the first empty cell, the second VBA code I
posted would result in an error because A65536 would be determined and
then incremented by one, which would cause an error.  So, to get
around that, VBA code option 1 that I posted would probably be best.
Or option 2 could be modified like below.
Sub anotherWay()
   If IsEmpty(Cells(1, 1).Offset(1, 0)) Then
       Cells(1, 1).Offset(1, 0).Select
   Else
       Cells(1, 1).End(xlDown).Offset(1, 0).Select
   End If
End Sub

Gord, The code you posted would be used to select the next cell below
the last cell with data in it.  The OP said that they wanted to find
the first blank cell in column A, which wouldn't necessarily be the
lone below the last row.
Example:
Row1  A
Row2  B
Row3
Row4  D
Row5

According to what the OP is asking for, I would believe that Row3
would need to be selected, not Row5.  Now, the OP could certainly have
meant that they wanted to select the cell below the last used one.
Not trying to step on any toes here, but just wanted to make sure that
the OP gets the result they are after.

Regards,
-Jeff-