Wild Arms.
If I remember correctly, this actually plays before the title screen, not when you actually start the game. I'd say that still qualifies as the intro, though, even though it doesn't lead straight to gameplay.
As for actual "leads into gameplay" intro, I'd go with Chrono Trigger. It's nice and peaceful, and it really sets the mood for the first five-twenty minutes of gameplay.
If I remember correctly, this actually plays before the title screen, not when you actually start the game. I'd say that still qualifies as the intro, though, even though it doesn't lead straight to gameplay.
As for actual "leads into gameplay" intro, I'd go with Chrono Trigger. It's nice and peaceful, and it really sets the mood for the first five-twenty minutes of gameplay.