The Philadelphia Story - I just love this opening scene, Katherine Hepburn throwing Cary Grant out the house and then Cary Grant pushing Katherine Hepburn to the ground, not hitting or punching but forcing her down by pushing his hand on her face forcing her to the ground. All of this without a word. Brilliant.
American Beauty - Set up the whole movie, finding out the ending at the begining, knowing whats to happen, waiting to find out why and who did it.
Scream - Scared the crap out of me, gripped me from the get go, definately my favourite horror opening ever.
Also loved Heathers - Showing the audience the cruelty of these girls, Kill Bill and Memento