Cowboy Bebop is the only one I can think of. It usually takes a number of episodes to get me, but CB had me from Hello
oh, Last Exile and Now and Than too... OFC it helps when you have a great song.
Tendhi maybe? Azumanga? Excel Saga? can't quite remember the first episodes, but most comedy series' just need to be funny to keep you watching.
More, petty much what Eka said, if it's a great (not just good) series it's probably hooked me from the start. But most best that I can think of is probably Cowboy Bebop. OFC I can hardly think of any of the other first episodes... but that's really a good thing isn't it? In my case the only one I remember is probably the best one!
NO!! I KNOW! ROD TV! I'd watch that sucker over and over and over again, the little 8-year old female paper ninja >>> ALL! Unfortunately that series pretty much eclipsed in the first episode... not including the nude scene in the second to last one... :/
If you do not think so... you will DIE