By way of Conversational Reading comes this interesting exhange from Edward Champion regarding "The Best First Sentence in Fiction."
Not that surprising, no one mentioned either of my favorites:
"Lily, the caretaker's daughter, was literally run off her feet." -- Joyce, "The Dead."
"When Miss Emily Grierson died, our whole town went to her funeral: the men through a sort of respectful affection for a fallen monument, the women mostly out of curiosity to see the inside of her house, which no one save an old manservant---a combined gardener and cook -- had seen in at least ten years." -- William Faulkner, "A Rose for Emily."
A model opening line is supposed to be a real grabber, and of these two examples, I suppose Faulkner's is the one that really fills the bill.
I think "When" is the best, easiest word to start a story with. It's an automatic hook. You know, before you've read any further, that we're talking about the past, maybe some mysterious event from it, or something unresolved, something still lingering. This of course suits Faulkner's story perfectly, and he conveys within the opening line the death of a strange woman, and the way it is received by the town. It has all the mystery you need to pull you along.
Joyce's sentence also kind of has a grab to it, but I love it for other reasons: the story has nothing to do with Lily. Not much anyway. Joyce always pays exceptional attention to his minor characters, so we know a little about Lily as the story moves on, but she's very much in the background in this story of Gabriel and Gretta Conroy and the sad departed ghost of Michael Furey.
As would be true in Ulysses, the external action is largely banal -- what is absolutely key is the way it leads to the internal, psychological action which snowballs page for page until you get to the greatest two pages of prose any English writer has ever written. It's a story that sneaks up on you, takes you over -- not because of what happens at the party, but what happens inside Gabriel, first a sense of heartnreak and then a sense of mortality that seems almost to come from the Book of Job.
It literally runs you off your feet.