How do you get a winning beginning?

When it comes to starting a speech or presentation, how do you go about getting a winning beginning?  Do you dive right in with extemporaneous remarks, made up on the spot?  Plan carefully?   Tell a joke? Get sidetracked by nerves, the audience settling down, or your own thoughts?

I'm looking for your experiences and ideas on starting a speech, as it's among the most important parts of any presentation.  Attention from the audience is highest at this point--and so's the pressure to perform well.  What are your tactics, ideas, and challenges?  Leave them in the comments so we can crowdsource a useful list for all to share.