I observed that this is more difficult for some people than others. Case in point: although Flash Mildew gets plenty of practice at his semi-regular meetings with his parole officer, he still finds it difficult to win the sympathy of an audience quickly. With my assistance, he has developed a few rules about what not to put in an opening effect.
1) Effects which litter the stage with potentially hazardous objects (like 'Tater Pigs) or provide the audience with ammunition to fire back toward the stage are right out. This includes large predatory animals which have not been fed lately.
2) When working outdoors, save anything that may attract a large flock of birds (particularly seagulls) for a closer. Failure to heed this rule resulted in a spectacle reminiscent of a Hitchcock movie when Flash opened with his "Cornucopia of Scrod" effect in Atlantic City.
3) Any effect which involves placing a substantial portion of your audience on a bus and sending them somewhere far away should be used only if they will return before the end of the show. See "The Library of Congress Book Test" in The Collected Works of Flash Mildew.
4) Don't insult any audience members with your opener. Save the insults until you have been able to observe the audience and determine which of them are carrying automatic weaponry. When in doubt, simply compliment the audience on the interesting variety of large bulges under their trench coats.