Hey
Try not to begin with narrative introduction, where it begins with facts about the protagonist/antagonist, e.g. 'Shelley was thirty-four' - these facts can be put in a more interesting way later, e.g. dialogue.
Dialogue is a way to start, and for more opinions on it here's a question on Y!A B&A a few weeks ago:
http://answers.yahoo.com/question/index;_ylt=Aps0SCo5xfYhyYvGQ6fVeurty6IX;_ylv=3?qid=20100623124108AAUqQih&show=7#profile-info-lJhB4GSnaa
The other ways are action, narrative, thoughts - and either really doesn't matter, it's how you put it.
A dialogue that begins with "Oh, okay" is absolutely boring, but one that goes like this:
"You can't."
"Oh, but I already did." - will be much more interesting
The key is not about choosing the right way, but making that way work - it has to be hooking, it has to be the point where the real action in the book starts, not before.
~ JLT