Live and Let Die has the best song and some really nice voodoo effects.
Our Majesty's Secret Service was the only one to open with clips from earlier 007's.

As for opening scenes,

You only live twice is my favorite which features the best racist line "you Asian women always taste different" and then Bond's death.

Diamonds are Forever was a weak bond but the opening with the gay couple killing off all the people who touched the diamonds was cool.