Write an engaging first sentence. When I pick up a book in a bookstore, it's the first sentence that makes me want to read on. If it's not engaging, I snap the book closed, and I shove it back into its space and move on to the next book.
Build on previous sentences. Reveal more, and tease readers along. Make sure that there is something that's worth it at the end of the teasing or the reader will become frustrated and move on to another story that will deliver.
Incorporate active verbs rather than passive verbs that wait for someone to do something to it in a sentence.
Interact with the reader. Narratives are interactions between writer and reader. When a reader sits with a short story or a novel, she comes to the work with experiences and opinions that influence how she experiences what the writer pens.
Allow silences to speak. It's not necessary to tell readers every little thing. If your character is on her way to Victoria's Secret, unless sitting in the car, closing the car door, pulling the strap across her body, and snapping the seat belt at the hip plays an important part in the ride to Vickie's, leave it out. It's a safe bet that your readers know how to secure themselves into a car seat.