By the power of truth, I, while living, have conquered the universe.
My personal favourite is Halo 2's opening where Thel is put on trial for his failure to protect Halo.
ODST is the best though, the prologue scene was like a step back into Halo 2 as I looked over at Regret's ship as the Dawn followed it through slipspace. The drop pod sequence was fantastic, made better by the fact it was interactive too.