Well it really depends on the type of story, now doesn't it?
Law and Order and NCIS, are crime procedurals: there first needs to be a crime that happens for the characters to solve and arrest the perpetrator. And NCIS lends itself to a bit of hollywood action anyway, it's definitely more ā¦ slick and fast-paced than Law and Order.
But take Joker, it's not really much of a spoiler, but it starts with him applying clown makeup for his day job. Since the movie is a psychological examination of the character and his descent into becoming a villain, (more drama than action) it starts off slow and gradually builds up to the climax with little pockets of heightened tension along the way.
If it started with an action scene and did the ol' 'hey, you're probably wondering how I ended up in this mess, well it all started a month ago ĀÆ_(ć)_/ĀÆ' followed by a flashback, it would hinder that slow build.