i was rather pleased with the first fallout view. In my mind that topped Oblivion's, just because of the scope of the scene in front of me. It really felt like I was gazing over an expanse. Maybe a mountainside somewhere? I guess it depends where/why we are imprisoned...
Fallout's intro was really cool, given the vision-adaptation that needed to occur and all such stuff. However, I never really noticed the effect of you essentially starting out on a hill. Now that you mention it, that does create a pretty cool effect. As great as Oblivion's was (and it is still one of my favorite gaming moments), you were more or less starting with an extremely limited view of the environment thanks to the low elevation and all. Although, to be fair, I was much more interested in Oblivion's environment than Fallout's (but Fallout had some beautiful architecture and an incredible mood) because of my partiality to forests.
So I am all in favor of having us start out at a high elevation so that we can see a great expanse in front of us. Perhaps have us exit on a mountain that it not so high up that the environment is obscured by clouds or a snowstorm, but rather is just high enough to let us see several miles of varying terrain before our eyes, extending into the distance where we can no longer see.
Additionally, the idea that someone proposed of having us emerge in a forest that eventually leads to a clearing of sorts. This actually sounds amazing. Perhaps a rather controlled (in terms of the time of day, not movement) exit, one in which we emerge in a rather dark forest and can run around until eventually we reach a cliff and see the sun rising over the land below. THAT would be pretty epic.