The Austin Chronicle stories on Roky seem to indicate that Tommy Hall was his introduction to acid, but I don't think that they rule out the SF connection.
AC: When did you first do LSD, Tommy?
TH: I won't answer that.
AC: How were the Elevators formed?
TH: Tary [Owens] had raved over Roky Erickson as a dynamic singer and asked me to go to the Jade Room with him one night. Clementine and I went with him, and Roky was indeed truly amazing. He was playing with some band called the Spades, and they had even cut a record with the song "You're Gonna Miss Me."
After the show, Tary introduced me to Roky, and we invited him over to our apartment. I told him I wanted to do what Dylan was doing, playing rock music but with serious lyrics. I told him about what I was learning with LSD, and he really became interested. He agreed to join me in forming a new rock group.
Margaret Moser on the 13th Floor Elevators Part One and Part Two
Interview with Clementine Hall
Anyway, I don't know or care if the 13th Floor Elevators are generally considered the first psychedelic band. I guess I'd probably pick those phenomenal weirdos The Monks for first. Or The Count Five's "Psychotic Breakdown," which, IIRC, predated the Elevators by a few months.