You pop the disc/cartridge in. You're psyched up. You hit "New Game". And it begins.

Which entry has the best/coolest/most engaging stuff happen right when you start?

Naturally, VII is awesome, as it spits you right from a cutscene into the fray of climactic action. Very immediate. But as far as opening cutscenes, VIII blows you away by putting the best song in the game (and one of the best in the series) right at the beginning, with "Liberi Fatali". And then there's the march to Narshe in MagiTek armor...man, there are so many good ones!