I can't pick just one opener
Confessions and Reinvention openers are just above and beyond everything I've ever seen.
Now with that being said, I really love the Girlie Show tour opener. The creepy circus music, followed by that remix of Erotica, coming out from under the stage with a whip and that giant pole
I guess if I had to pick just one, I would say Confessions opening was my favorite.