Or first 'real' single [not their winning song]?
X Factor 2004:
Steve Brookstein - Fighting Butterflies
X Factor 2005:
Shayne Ward - No Promises
X Factor 2006:
Leona Lewis - Bleeding Love
X Factor 2007:
Leon Jackson - Don't Call This Love
X Factor 2008:
Alexandra Burke - Bad Boys
X Factor 2009:
Joe McElderry - Ambitions