I think beginning an academic or a research paper with a question or something like "Some people say..." or "Recently" or "Nowadays" is often a very good strategy even though it might be clichéd, because telling the reader exactly what is going to follow in the text is very much expected. When I read with the sole intention of finding a specific piece of knowledge, I want to be able to tell from the introduction (or the abstract) whether I will find that piece of knowledge in the given text.

That being said, I think all other kinds of texts should be as story-like as possible, in the sense that they should be gripping and interesting from the very first sentence -- I want to be a little bit lost and not know where exactly the writer is taking me. In this case, I really like the idea of jumping straight into a scenario (or anecdote), I remember having been suggested by my teachers in middle school to do so. Having opened the text with a scenario, you can also use it in the conclusion to wrap things up and let the reader know how the story ended, given the conclusions reached in the body of the text.

My book recommendation is "How to write a sentence (and how to read one)", http://www.brainpickings.org/index.php/2011/01/27/how-to-wri... It has whole chapters on both first and last sentences.