U2 Joshua Tree. Thinking about the beginning still gives me chills - a simulated sunrise on the stage and Bono silhouetted, as "Where the Streets Have No Name" began. Chills, I tell you!!!
Yes, that opening was amazing. The way it stretched out, and you heard the beginning of the intro, so you could anticipate what was coming.
Years later, on the Elevation tour, they had another amazing opening, in the opposite direction. No production at all. During the intermission, "Elevation" started playing on the PA, the crowd got excited, and then with no intro, or house lights going down, or anything, they just walked onstage and started playing the same song, full throttle. The crowd went bananas. It was one of the coolest openings ever.