I think nowadays games tend to used an immersive intro, not sure if that's the proper term, you know like the start of half life. Arkham city had a good intro that was hands-on.
Favorite intros...
Dawn of War, Dune 2. Parasite eve I liked due to the music. IIRC the version of system shock I played had no speech, watched it again with speech and it was pretty cool.