There was an article last week on the Daily Mail about Best First Lines in a book. The winner was "All children, except one, grow up." from Peter Pan.
Looking at the list of top ten titles (Dickens, Orwell, Tolkien, Austen, etc) it struck me that there were only two "modern" authors, J.K. Rowling and Sue Townsend (of the Adrian Mole series).
Does that mean that no one today is writing stellar lines? Of course not! But it's harder these days to get a consensus I think, as readers are spoiled for choice.
Still, I do think it's essential to capture the reader with the first lines of the novel. You can use dialogue, action, emotion, contemplation, drama, humor, or even pathos--whatever is true to the style of the story. But something should immediately draw the reader into the story and make her unable to resist turning the page!
And although there are exceptions, I do find that the having a character traveling to a destination and reflecting on how he/she got there, or opening with background info and plot, isn't very effective.
One of my favorite quotes (as I've said before!) on writing was from Mickey Spillane. Paraphrased a bit, he said "The first page sells that book. The last page sells your next book." So I say keep that in mind with every scene as well. Don't let your readers get so complacent they can just set the book aside. Always leave them wanting more!
If you don't judge a book by its cover, do you judge it by the first line? :)