I think most of us have heard that we shouldn't open with an alarm clock because not only is it too easy, it's also been done ten million times before. Here are some other clichés to avoid in your first sentence or paragraph.
Never start with a full name.
A disproportionate number of the stories I see start with something along the lines of "Karl Johnathan Tilley was the last space cowboy", then I never hear the words Johnathan or Tilley for the rest of the story. Even if the middle or last names are important, you should find somewhere else to put them. I wouldn't suggest even having a first name start the story. Starting with a name is overdone and annoying.
Never start with an adverb.
I'm fine with sentences, in general, starting with adverbs. Sometimes it's necessary. The first sentence, however, should never have one of these. Like starting with a name, starting with an adverb is used far too often.
Never start with an onomatopoeia.
Readers will see it for what it is: a cheap way to grab their attention when you can't figure out how to do so with the actual narrative.
Never start with the weather.
I'm not the only one to say this either. It's boring, it doesn't set the mood nearly as much as the characters themselves inevitably do in the next paragraph, and the weather is usually never brought up again.
Never start with more than two characters in the scene.
The readers will have a hard time keeping track of new people. It's fine to have other characters in the distant background, but don't give them any real substance.