As most pastors know, there's no set law in the New Testament on where or how much Christians should give. That said, I do think pastors should set an example for the congregation by giving the first fruits of their income to their own local church.
Why? He should do this for the same reason that every Christian should join churches generally--it puts flesh on our profession that we no longer live according to self-rule but Christ's rule. In other words, church membership involves submitting our life and discipleship not to an abstract ("universal") but to a concrete ("local") group of people and its leaders as part of our discipleship to Christ. You can't say to Jesus, "I'll submit to you, but not to your people!" No, Christ has given us his church to teach us how to submit to him by submitting to one another (Eph. 5:21).
That means pastors should teach their members that one's own local congregation should be given a priority of service in every area of life, including how one donates money. Give to your church, in other words, before you give to the local shelter or the missionary overseas. Doing so demonstrates a healthy, godly submission to the congregation and its leaders, rather than an individualistic "I donate where I want to donate. I give money on my terms." Is it bad to say, "I want to give to cause X." Of course not. But is it better to say, "I want to give to my local church, so that together which can determine which causes are strategic"? I believe so.
Don't misunderstand what I'm saying. The issue here is not about this cause versus that cause. And for any "missional" readers, the issue is not about being inward-looking versus being outward-looking (missional literature often critiques Christians for having a "club" mentality in their churches, which can be a fair critique). The issue is about training our still rebellious hearts to submit to God and those he has placed over us in matters of discipleship--the congregation and its leaders (see Mt. 18; 1 Cor. 5; Heb. 13, etc.). So be outward looking, but do so through your local church. Submit yourself and your resources to the church so that the church together can give to outsiders with its greater pool of resources and wisdom. In a sense, you'll hit two birds with one stone: you'll give to outsiders, but you'll teach yourself and other members of your church humility in the process--the humility that comes with submitting to a local church.
Jesus has not "freed" us from sin so that we can be democratic free agents. He has freed us so that we can joyfully submit our lives to God and his people--money and all. And we do this concretely through the local church.
Now, how can a pastor verbally teach this kind of prioritization if he's not practicing what he's preaching? Besides, the pastor is not ultimately over the congregation. He's a part of it. He too is called to submit his own life and discipleship to the congregation.
One qualification: I'm not saying "Don't give to other ministries or organizations." Do! 9Marks is a parachurch ministry supported by the donations of Christians and churches. So, please, give. My children need to eat! I'm just saying to begin with your local church. Let that define your giving.