I'm putting a chronological list of the first release of the publishers together:
09/1977, Atari, see launch titles
??/1978, Sears
07/1980, Activision, Dragster and others
12/1981, Apollo, Skeet Shoot
03/1982, Imagic, Trick Shot / Demon Attack / Star Voyager
06/1982, Parker Brothers, Empire Strikes Back
08/1982, Coleco, Donkey Kong
08/1982, Tigervision, King Kong
09/1982, Spectravision, Tapeworm / Nexar
09/1982, 20th Fox, First 4 games in the original packaging (Worm War I, Beany Bopper, Fast Eddie, Deadly Duck)
10/1982, Data Age, first 5 games with the DA**** serial
12/1982, CBS, Wizard of Wor / Gorf
04/1983, SEGA, Tac-Scan
09/1983, Telesys, Coco Nuts / Fast Food
10/1983, Avalon Hill, first 3 games (Death Trap, London Blitz, Wall Ball)
Still need to add a few more companies. Any corrections? What's interesting is that Apollo released its first games before Imagic. So technically Apollo and not Imagic is the second independent publisher after Activision?!?!
Which game was first in the stores, Donkey Kong or King Kong?