A really good intro to a song can make the difference on whether you may want to listen to the song further or not (well, maybe it doesn't, but it doesn't hurt to have something that grabs your attention)

one of my favourites has to be "Scars in the Landscape of God" by Abigor
http://www.youtube.com/watch?v=-Q-r-eDC5D0

the female vocals are quite the contrast to the rest of the song, but also give a preview of the dark haunting atmosphere which follows in the rest of the song.

So, what are some of your favourites, and why do they appeal to you?

Oden's Ride Over Nordland/A Fine Day To Die. Although 'ORON' is a track in its own right, it is hard to imagine the album opening with A Fine Day To Day, without that intro. It just wouldn't sound right. It's perfectly executed.

I'd consider the airy, acoustic intro to A Fine Day to Die itself. The hooves of the horses fade with a whinny, and the guitar slows to a trot for a moment, only to be swept off by the ethereal voice of Quorthon. The acoustic rallentando falters like a music box, then you're suddenly cast from the clouds down the mountainside where "scattered
by the campfires awaiting the dawn, two times a hundred men in battles, tried by the steel in the arrow axe and the sword." A polar but beautiful way to start the song.

That's actually what I came here to add, but another cool one is the intro to Blind Guardian's Ashes to Ashes. It's not a long intro nor an extraordinary one, but it's really odd and excites me for the song. It sounds like a goblin crawling around in a well, and complements the dark feeling I get from the song. Short and off-the-wall, but I like it.

I'll think of a better example after some sleep.

The intro riff for Dismember's Override of the Overture is one of my favourites.

Songs like Warheart or Crown of Horns that have movie clip intros can pretty sick if done properly

The intro solo for Dismember's Dreaming in Red is amazing as well.
And I almost forgot, Destroyer 666's I am the Wargod has one of the best intros ever, it's flawless.

Iced Earth - Angels Holocaust

As soon as the song opens up, you're treated a good deal with some choir ass-kicking...add in some power chords, and you're pretty much the guy on the album cover (the original album cover, not the horrid comic book art one), ready to slaughter poseurs. Pretty simple intro, but it opens into what I think is Iced Earth's magnum opus album (plus no gay-ass Gene Adam to be seen)

ministry - just one fix
soundgarden - room a thousand years wide

i like them because there is screaming

Dark Angel - Hell's On Its Knees. This kind of thing was big back in the early thrash days. A lot of bands did really shitty acoustic intros for thrash songs but a few stuck out. Probably the best was Metallica's One, but again that's just something else they ripped off from Dark Angel. My Atonement by Sodom also comes to mind, but I've been on a huge thrash buzz lately. I know there are more examples in Black Metal I could give. Conjuration, while not an intro to any specific song, is the culmination of deep earthy and mystical black metal in a one minute interlude.

Candlemass - Demons Gate

The intro just has an epic, evil feel that I think helps set up the song.

This goes back a bit, but the very first intro I can remember being in love with was the creepy bit at the beginning of Ozzy's "Mr. Crowley". I still dig it more than the rest of the track, which is damn good regardless.

Too many others to bother listing, but very few bands work an intro the way Cradle of Filth do.

...if you go for that sort of thing, of course.

There's a few that instantly come to mind. It's usually a fantastic melodic intro riff (or riffs) that sets the mood for a somewhat long track.

The Darkest Grace by Constantine
Not Unlike the Waves by Agalloch
In Parting by Be'lakor

Intro to Not Unlike the Waves has fingerprint quality similar to the likes of Smoke on the Water. You'd just make no mistake on that if they were more popular.

Can't forget Final Ritual by Dark Funeral

Oh god yes.

The first riff in "Left Hand Path" by Entombed is really heavy, it's quick and crushing, then it goes into a solo. Sets the tone for that album perfectly.

"The Sorceress" by Fates Warning feels mystical, it makes you wonder what's coming next since it isn't the tone of the whole song.

"Sun Poison and Skin Cancer" by The Acacia Strain has a good intro riff that hooks you into the song, it's probably the strongest part of the song too.
http://www.youtube.com/watch?v=VBdPewl1Ix0

I love Dimmu's opening on The Sacrilegious Scorn which fits into the style the video to it was made.

Brocas Helm - Cry of the Banshee

Just how the bass starts tapping this awesome melody. Next the guitar joins and and when they are about to fade, just as the drumms jump in, theres a slight change in the melody and a whole feeling of power being restrained and needs just needs to explode. And then it explodes.

I also agree with Destroyer 666´s I am the Wargod. Fucking great song.

The intro to Bitter Peace by Slayer has always given me a bit of a stiffy. It was quite creepy listening to it as a 13 year old who was completely unfamiliar with Slayer, aside from their slightly falsely propagated reputation as the epitome of everything dark and evil in metal.

Gorguts - "Condemned to Obscurity"
The piano intro is awesome. It's so fluid and adds such an atmosphere of mystery to the song, especially when it comes back later.
http://www.youtube.com/watch?v=CYTpR3VhzUk

Testament - "Beginning of the End"
The album intro to Souls of Black fades in with intense, shredding acoustic guitars before the thrashing "Face in the Sky". I love the twist on the acoustic intro and how quick it all comes and goes.
http://www.youtube.com/watch?v=fnNk7fej8PQ

Both intros from Battery and Damage Inc by Metallica are flawless...just perfect

One of the greatest intros on an album in my opinion is on Sinisters album Hate. https://www.youtube.com/watch?v=O6l4BkW5B3w It creates this perfect setup for the entire album.

Yeah, I always liked this one...eerie and melancholy.

A couple of others:
Atrocity's "introduction" track that leads into "Sky Turned Red" off of Todessehncucht remains a favorite to this day. Haunting as all hell.

Sentenced - "Awaiting The Winter Frost". Nice blend of keys & acoustic guitar sets the icy tone.

I always loved the intro leading into Angela on Frightmare's "Bringing Back the Bloodshed". The Vestron movie intro fits the album perfectly since every song is about a 70's/80's slasher flick.

https://www.youtube.com/watch?v=Bp95O4XtuFE

This http://www.youtube.com/watch?v=8YaHvuP6A30 simply brilliant

the intro was really cool imo, but the heavy part that kicked in didn't fit with it at all
that's one thing metal bands hardly EVER get right

I'm gonna have to say Manowar's Warriors of the World United, it isn't the greatest intro out their but it always, always gets me pumped and ready for the song. http://www.youtube.com/watch?v=AJ0sW7KOFhU I can't hear this and not start head banging and pumping my fist.

Favorite of all time: Manowar - Guyana

More jizz-inducing intros:

Queensryche - Queen of the Reich and Take Hold of the Flame
Judas Priest - Hellion/Electric eye and Painkiller
Paradise Lost - As I Die
Slayer -South of Heaven and Hell Awaits
Black Sabbath - E5150/Mob Rules and Iron Man
Sepultura - Refuse/Resist
Ozzy - Mr. Crowley
Death - The Philosopher
Metallica - For Whom the Bell Tolls and Fight Fire With Fire
Flotsam and Jetsam - No Place For Disgrace
Dio - Jesus, Mary & The Holy Ghost

Speaking of Candlemass : http://www.youtube.com/watch?v=LnFJJfwiwb4

Slayer-Chemical Warfare
Iron Maiden- Caught Somewhere In Time

I add Dark Embrace by Violation:
http://www.youtube.com/watch?v=7hzCbVSSuOM

Blazon Stone by Running Wild immediately comes to mind. Also Bathory's Lake of Fire. Both amazing song (and album) openers. Epic.

'One Rode To Asa Bay'. And why? Because it's epic!

Weakling - Dead As Dreams. Its like 3:00 long! Course the song is over 20 minutes, so its understandable. Very well done.

Bathory - One Rode to Asa Bay. It sets the mood perfectly.