There are so many fantastic opening scenes, and all of the ones I was thinking of have pretty much already been mentioned so I'm being redundant, I apolgise.
The Matrix & Reloaded - both action-packed scenes that leave you breathless with excitement and anticipation. What was going on? Was Trinity going to survive? When I first saw the police chase after her, I had no idea if she was good or bad so I went for the police as they are usually the 'good' characters and I was so surprised later on. Still is my favourite movie, probably.
The Sound Of Music - what a fabulous, sweeping beginning! Nothin' like Julie Andrews spinning around on a hill singing about how the hills are alive with the sound of music.
The Lion King - even though it's a Disney movie, I honestly think it has one of the best openings ever, the animation, lighting, score is just so brilliant and so beautiful, sets the movie up perfectly.
Scream - God, to this day, whenever I see this I'm scared sh*tless.
When the killer slashes her throat and leaves her insides hanging inside out? *shudders* I was afraid to answer the phone home alone based on this scene!
Mentions also for X2 (Nightcrawler rocks!), Star Wars (I always get chills when the theme booms out and you see the scrolling words) and James Bond. (looking down the barrel of a gun? Genius. The Bond theme never fails to thrill me too.
Must also give a shout-out to the title sequences of each movie as well, The Spy Who Loved Me is a personal favourite of mine.)
Oh, and I loved Grease and Shrek too.