I tend to listen to a lot of songs that are quite long, and the intro lasts a good few minutes of building tension. If you are into fast metal, then this probably isn't for you. Most of these songs require some patience.
From The Mars Volta, who, being progressive rock, start a lot of songs with a massive intro. These build up mostly to the last minute or two into a burst of amazing:
Son et Lumiere/Inertiatic ESP:
http://www.youtube.com/watch?v=zgD9btrMdP0
Since We've Been Wrong:
http://www.youtube.com/watch?v=essPUOnV6Dg
Miranda, That Ghost Just Isn't Holy Anymore:
http://www.youtube.com/watch?v=WAbD-pB3NHE
Vicarious Atonement
http://www.youtube.com/watch?v=wwr0WggU03g
From Pink Floyd, but of course. Almost every song has an awesome intro, so I'll just grab a few. I'll never understand people who can't appreciate this band:
Speak to Me/Breathe
http://www.youtube.com/watch?v=y1fNlMpTD3k
Atom Heart Mother (Part 1)
http://www.youtube.com/watch?v=N89gb2KcdSc
Shine on you Crazy Diamond, Live... Seriously these guys are fucking amazing.
http://www.youtube.com/watch?v=vyqgjCKm9nQ
Another Brick in the Wall (Part 1,2 and 3)
http://www.youtube.com/watch?v=IGvkebKlM_4
Archive; you will need to be prepared to listen to up to 10 minutes of building introduction before a word is uttered:
Again (Part 1, normally it is just one long song), Live. Intro till about 5:55.
http://www.youtube.com/watch?v=VoyZmnYY9b8
Lights (Part 1)
http://www.youtube.com/watch?v=Z7L15RCbAOg
I have more but this is really time consuming to do, and I think only one or two people will even check the links.
