Most of these are post-2000, and I'm really not as familiar with most of these shows.
That said, Twin Peaks' pilot is iconic, and the ones for Desperate Housewives, Pushing Daisies, Roseanne, and Alias are very strong. ER's was good, but some of its near subsequent episodes (like the one with Rosemary Clooney) were better.
Of other series....
Moonlighting's two hour pilot was a bit overextended but had several great set pieces and already crackling chemistry and sharp dialogue.
China Beach had a stunning opening, strong atmosphere, great acting, and a heartrending scene toward the end involving Chole Webb.
The Wonder Years was a good little show, but it never topped that ideal first episode.
L.A. Law had a great guest turn off the bat with Alfre Woodard, and the show really moved well.
Dynasty had a great super-long pilot that hooked you in quickly.
I'll also throw in good words for the first episodes of The Waltons, St. Elsewhere, Taxi, Family, Knots Landing, Falcon Crest, Scarecrow and Mrs. King, Cheers, thirtysomething, Beauty and the Beast, Brooklyn Bridge, and Gilmore Girls.