Hi Tad, there is a slight difference between a field getting a value for the first time, and a record being created with a field value. If there's a chance that the record is just being created and it has the values you're looking for, then you'd want to have two triggers: Data Value Changes, and Lead is Created. Then you'd also want to use a filter with the field that you're looking for and value that you're looking for, so that any records created with that value or when the field changes to that value, it will fall into your smart list.
Otherwise, if the field was empty before, and is getting a value for the first time, the data value change filter should work alone.