In keeping with my intention to review short fiction, here is an example of a really good opening paragraph. It comes from Brian Stableford's novelette "Following the Pharmers" in March Asimov's.
It was early in June that the antheric alates began appearing on my verandah. At first I assumed that they were natural insects--some sort of butterfly nurtured in the evolutionary hothouse that Holderness had recently become. Their tiny wings were brightly colored, with a quasi-metallic sheen that enabled them to flare like sparks in the bright light of noon and twinkle like stars in the evening, when the sun sank into the bosom of the Wolds. Initially, I welcomed their arrival as a fortunate discovery, a safe distraction from the burdensome apects of my isolation.
I haven't finished this story yet, although further reading indicates that I probably will. However, the opening struck me as particularly encouraging. For one, the poetry and rhythm of the description of the insect drew me in. Next, despite the slight formal qualities of the writing, which sometimes indicate fantasy or historical stories, here there are clear markers that the story is sf: particularly concern with insects, and the word "evolution." In fact, the words that indicate recent change ("evolutionary hothouse that Holderness had recently become") also suggest it as sf.
Another promising aspect is the number of questions raised: what are antheric alates? Why is the narrator isolated? Where is Holderness and why is it now a place of change? And the important one: "At first I assumed that they were natural insects..." "Initially, I welcomed their arrival as a fortunate discovery..." BUT THEN... what? We know that there's a big BUT coming at the end of the paragraph, and I'm already curious to know what it is.
So far the rest of the story is proceeding nicely and answering some questions while raising more. Maybe I'll review it when I'm done, but if that paragraph has piqued your interest I suggest you find yourself a copy of this month's Asimov's. Although difficult with short fiction, I think it's particularly important to avoid spoilers. Often a short story's impact comes from some sudden punchline at the end, and it's just mean to spoil that sort of thing.