Write a dynamic first sentence. Make it good, rich prose, laden with the full weight of your writer's voice. Don't start with, "He was surprisingly good-looking." Start with "My chin dropped when I saw the alien standing on my doorstep. What a babe!"
Raise questions in your reader's mind with the first sentence. Don't write, "A knock came at the door." Don't even write, "The bug-eyed monster came up to the house and knocked." Write, '"Who the blazes are you?' asked Eunice Weissershoper, staring the bug-eyed monster grinning at her on her doorstep." While the first version raises a couple of questions and the second version raises a few more, only the last version will hook your reader into reading more.
Write a dramatic hook. Don't start necessarily at the chronological beginning of the story, but rather at the point that is the first dramatic or crucial moment—when the accident happens or when two key characters meet for the first time, for instance. Don't write, "I knew it was going to be a bad day when I got out of bed and stubbed my toe." Write, "'You're fired,' said my boss, and hung up.'
Avoid a too-dramatic first sentence that loses its power because of a lack of lead-in. Don't start with, "Bang! The cars collided." Your reader simply won't care. Vest your reader in the characters first so she sees what's at stake, and ease up to a dramatic event, even if you only take a few words to do so. Write, "George was thinking about whether or not to get foam on his latte and wondering where he'd put those reports when a car's horn blared at him."
Avoid weighing down your hook with back-story and info dumps where you explain all the background and motivations of your characters. New writers often find they can eliminate pages, even chapters, of info dumps from the beginning of their early attempts. Remember, the point of a hook is not to inform, teach or explain, but to get your reader hooked.