I think the opening area of KotOR II is probably the best in any game I've seen. It opens right out with a short-term goal (find out what happened to the station), the beginning of a long-term goal (how did I get involved in all of this, exactly? And who are these people? Why are these Sith attacking us?), two interesting characters, and plenty of opportunities for you to explore and learn how to play the game without feeling crushed under a lot of unfamiliar controls. The events are complex but logical, there's a lot of variety involved, it's just really, really well done.
Pity the game went downhill from there.
Pity the game went downhill from there.