I think instead of posting my own explanation (which will only lose something in the translation) I'll instead refer you to two very interesting papers (thanks for posting this question, I haven't thought about this stuff in a couple years, and these papers were interesting reads to solve your problem.)
The first (among other things) proves that the density of primes with leading coefficient $k$ is $\log_{10}\left(\frac{k +1}{k}\right).$
Prime numbers and the first digit phenomenon by Daniel I. A. Cohen* and Talbot M. Katz in Journal of number theory 18, 261-268 (1984)
The second is a more general statement about first digits. It is
The first digit problem by Ralph Raimi in American Math Monthly vol 83 No 7
Hope this all helps, Ben Weiss.
