There is not winning strategy for 9cell 3x3 board.
There is a winning strategy for [16cell 4x4 board][1], 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.


  [1]: http://all-r-math.blogspot.de/2012/11/4x4-tic-tac-toe-ii.html