When embarking on a new project, the hardest thing for me is always that first sentence. There's a reason for that, I think, because it's that first sentence that's going to grab the reader's attention and hold it for long enough to get them hooked on the story. One of the best pieces of advice I ever received, was to open with a sentence that creates a question in the mind of the reader. As an example, I'll use the first sentence I wrote for THE SECRET LIFE OF LADY LUCINDA which reads as follows, "Run, Lucy, run - as fast as you can!"
The reader is being dropped, right in the middle of the action, and immediately wonders who Lucy is, why she's being told to run and what the urgency might be, but in order to find out, they'll have to keep on reading. Creating questions like this, not only at the beginning but throughout your book is what makes it impossible for the reader to put your book down, because they'll want to know what happens next, especially when such questions are placed at the end of chapters. It seems like such a simple trick really, and yet it's something that (at least for me) requires a conscious effort. In the end however, it's likely to make the difference between a page turner and a book that's easily put aside half way through, so I'd say it's well worth spending some time on =)