Everything in its Right Place - on Kid A by RadioheadExcellent choice.
Nothing by the BeatlesYou'll be surprised to learn that I agree with you. They've had some pretty good opening songs--"I Saw Her Standing there," "Help," "A Hard Day's Night," "Come Together," and "Taxman"--but nothing that would be considered the best opening ever.
edit4:
"Like a Rolling Stone" WINNER
Impossible to say, but here are some of my favorites:
Teenage Riot - on Daydream Nation by Sonic Youth
Summer Babe - on Slanted and Enchanted by Pavement
Welcome To The Jungle, duh.