There is not winning strategy for 9cell 3x3 board. There is a winning strategy for 16cell 4x4 board, or even for 10cell "3x3 + 1_cell_near_a_corner" board (see M.Gardner "Mathematical games"):
$$ \begin{array}{|c|c|} \hline & & & - \\ \hline & & & - \\ \hline \space\space & \space\space & X & \\ \hline \end{array} $$
here "$-$" states for unused cells. "$X$" - for the first winning move.
I wonder is there a board with 9 or less cells where a player has a winning strategy? So the question:
What is the smallest tic-tac-toe board to have a winning strategy for first or second player?
P.S. win means the usual thing: to put 3 signs ("x" or "o") consecutively in a row (horizontally, vertically or diagonally). So one obviously needs at least 5 cells to perform the moves until the winning one.