A quick cinematic than then throws you straight into it can be pretty memorable. I think ones where you just dive straight into the action, or straight into a 'tutorial' or whatever generally work the best. They leave a more lasting impression on you.
For example, I think the flashforward in Prototype worked really well as an opening, although it probably could have been a little better executed. It created a sense of mystery that made the unravelling plot more interesting. You know what's going to happen, but how did you get there?
Yeah, I like developers to just startle me by putting me straight in the action. Not knowing what the fuck is going on can actually be a good thing if it's right at the beginning. It creates a good sense of atmosphere.