I would have to agree with Be My Baby and Only Shallow

would like to add some obvious choices:
When You Sleep-My Bloody Valentine
God Only Knows-Beach Boys
Money City Maniacs-Sloan


the beginning of Last Train to Satansville by Swervedriver completely kills me, I'm dying to cover that song with a new arrangement.

Try A Little Tenderness


I also really like...

the guitar intro to "Holiday Head" by Screaming Blue Messiahs
the feedback that starts "Anthrax" from Gang of Four
the accapella intro to "Add It Up" from Violent Femmes
the humming intro to "Pressure Drop" from Toots

I won't call it the best ever, but the intro to the first track ("Poison Cup") of the new M. Ward album is sweet.

God told me to skin you alive...

I'm going to go with the (so-far) unmentioned drums leading into "Sympathy for the Devil" for right now...

As far as more recent stuff goes, the intro to "Tito's Way" by The Juan MacLean is A-Mazing.... I mean, not the best song on the album even, by a far stretch, but that electronic drum into soccer whistle pre-vocals gets me every time...

Dong!!!!! Dong!!!! Dong!!!!!! Dong!!!!!!