Half-Life: I loved the ride in the beginning- it really gives you a good impression of Black Mesa.
Ocarina of Time: This one's just legendary.
Metroid Prime & Super Metroid: Almost identical, but both amazing.
Half-Life 2: You could almost smell the dictatory atmosfere once you arrived at City 17.
Bioshock: First you hear Andrew Ryan's vision on the world, than you see the amazing underwater city of Rapture. Incredible!