My favorites (in no particular order):
1. "The Human Contract" - The opening title is really brief, but the opening scene is really interesting for the fact that it drops you into the middle of a conversation between Michael (a vixen played by Paz Vega) and Julian (a brand-management worker played by Jason Clarke). In the opening scene, though in the middle of a conversation we are dropped into, it establishes Julian's belief in rules and Michael's belief in "no rules/laws/limits", which later play out in her attempts to get into his Dark Room (I won't say a whole lot about the dark room, you'll have to see the film itself). The film is also overall interesting and is written and directed by Jada Pinkett Smith.
2. "Kill Bill, Vol. 1" - Okay, you guys got to admit this is the most interesting opening scene and then title sequence. Excellent performance of Uma Thurman on screen in one clean take and excellent performance of David Carridine off-screen. Plus, the song "Bang, Bang" by Nancy Sinatra is, in itself, the perfect song to describe the Bride after the opening scene.
3. "Rebel Without a Cause" - The opening titles alone is very intersting, especially how we see Jim Stark (James Dean) shows kindness and tenderness to a toy monkey, which reflects the lack of kindness and tenderness that he receives from his parents.
4. "Koyaanisqatsi" - The slow motion pullback of the cavepaintings and the slow motion rocket booster being launched (closed up), aided with Philip Glass' most hypnotic score sets sort of the tone of the documentary. If you haven't seen this one, it's available at full length on YouTube courtesy of MGM, who were the ones who distributed the film on DVD.
5. "Vanishing Point"- Though the opening credits play over a panning shot, the entire opening scene sets up the mood for the film, starting at a point which is almost at the end of the entire tale of Kowalksi (played by Barry Newman) and just when Kowalski is on the road heading to his eventual fate, the footage freezes as the white Challenger passes a black car. And then, the Challenger fades out of the shot, leaving only the black car and revealing that the clock of the story has been set further back, so we can start the cross-country odyssey of the man behind the wheel.
6. "Full Metal Jacket" - Okay, do I REALLY need to explain why this one is interesting?
7. "Eternal Sunshine of the Spotless Mind" - The entire opening scene plays a full 18 minutes into the film. And if you see the whole movie, you get the idea that the meeting of the lead characters may have been a moment that has occured in the past or in the present (or prehaps in both the past and present, and possibly future).
8. "Left 4 Dead" - Okay, not a movie, but the opening sequence practically establishes some of the rules and gameplay of the game without having to enter into the game to learn it or to take a tutorial non-canon to the game. You get the idea on how certain special infected have certain musical cues, you are introduced to how the pipebomb is used and, most importantly, you're introduced to the survivors Bill, Francis, Lewis and Zoey, the motley crew of the tale of surviving a world full of the infected.