Know the ending of the screenplay. Successful movies tell a story: a beginning, middle and end. Most tie up nicely, the end directly relating to the beginning. So if you know your ending, you can more easily pick an opening image.
Establish the story with the opening image. If, for instance, the story takes place in Boston, and the setting is an integral part of the story, you might choose to start the screenplay with an image of Boston.
Pick an opening image that gives a visual impact. Remember: you are drawing an audience into the movie with that opening image. Choose an image upon which the story will grow and move forward from immediately.
Set the tone with your opening image. If you're writing a war movie, open with a battle scene; if you're writing a movie about bank robbers, open with a a bank robbery. Starting the action right off will draw readers into your screenplay.
Enter the opening scene as late as possible. In a screenplay, there is no time for exposition, as in a novel. A movie needs action and images to move the story along. If, for instance, you're opening your war movie with a battle scene, start with an explosion, not with the soldiers gearing up before heading to the battlefield.