In my humble opinion, this is the coolest opening sentence to any book that I have read. It instantly grabbed me and made me want to consume the entire volume. It is The Dark Tower I : The Gunslinger by Stephen King.
I picked this one up yesterday to read it for the third time (It's THAT good). I just found out that there is a re-written version. I'm going to get this before going any further. The consensus of the reviews I've read on the interweb seem to be that it is far better than the original.
I never managed to get into the following volumes. I found myself too easily distracted. I reckon that it's because I was only sixteen when I first read them. Maybe this time round, I'll understand it better because I remember that there were some concepts in the books that simply confused me and I don't think I was patient enough to bother to work them out.
[The new Stephen King website is very nice and the The Dark Tower section is particularly good. Give it a look.]