I ran across a list of the top 100 opening lines of all time here: Best First Lines of Novels — Infoplease.com Rather than argue with their selections, I'd like to talk about opening lines they missed entirely.
(OK, I can't help myself. "Call me Ishmael' is a ridiculous choice for inclusion, to say nothing of making it No. 1. Whatever you think of the book, the line itself is nothing remarkable.)
I don't remember another opening line that made me immediately aware that I would not be putting this book down anytime soon:
A couple more:
We were somewhere around Barstow on the edge of the desert when the drugs began to take hold.
Far out in the uncharted backwaters of the unfashionable end of the western spiral arm of the Galaxy lies a small, unregarded yellow sun.
The telephone was ringing wildly, but without result, since there was no-one in the room but the corpse.
There was a hand in the darkness, and it held a knife.
You will rejoice to hear that no disaster has accompanied the commencement of an enterprise which you have regarded with such evil forebodings.