I noticed that much like The Cure, R.E.M. is another band that were masters of the opening track. I mean, practically every opener they ever had was fucking stellar. The Church also have a lot of great album openers: "Destination" from Starfish, "Numbers" from After Everything Now This, "Aura" from Priest=Aura, "Vanishing Man" from Further/Deeper, "Cobalt Blue" from Untitled #23.
Here are some others I found when I dug through my collection some more:
XTC, "Respectable Street"
The National, "Fake Empire"
Nick Cave & The Bad Seeds, "Do You Love Me?"
Morrissey, "Now My Heart Is Full"
PJ Harvey, "To Bring You My Love"
Talk Talk, "The Rainbow"
Killing Joke, "Night Time"
Mazzy Star, "Fade Into You"
The Replacements, "I.O.U."
Stone Temple Pilots, "Dead And Bloated"
U2, "Zoo Station"
The The, "Good Morning Beautiful"
Tom Waits, "Big In Japan"