Here's my two cents' worth:
10) Rebel Heart Tour—"Iconic"
This is the most underwhelming and self-indulgent opening she's ever done for a tour. It's overly long (like WAAAAAAAAYYYYYY too long), has no real dramatic payoff and features a song that no one likes. And the whole Madonna-as-medieval-warrior message mixed with an abused Marilyn Monroe and Mike Tyson just doesn't do it. At all.
9) MDNA Tour—"Girl Gone Wild"
It's not the worst song or the best song on the album—the best by far is "Love Spent," but that wouldn't make for a good show opener, unfortunately. This opening was an overwrought mess, was again way too long, and she lip-synched the entire performance (and it was quite obvious, too).
8) Who's That Girl World Tour—"Open Your Heart"
Meh. I love the song, and she's in high form here. But it's really dated looking and sounding with the ruf-rufs, the Shabba-Do dancing and the choreography, which compared to later Madonna efforts is actually pretty awful. And while I can appreciate the live vocals—she sounds terrible.
7) Drowned World Tour—"Drowned World"
This is where it actually starts to get hard and becomes an exercise in nitpicking on performances. The tour set is beautiful—like BEAUTIFUL, and this one gets top marks for entrances for the musical crew and backup singers. It's really awesome. The lights are beautiful. The colors are beautiful. And then Madonna's entrance is just kind of—well... there. But she sounds great, and she's completely live. And this definitely is in the top three tours for Best Second Song, because the performance of "Impressive Instant" kicks major ass.
6) Sticky & Sweet Tour—"Candy Shop"
I hated this song on the album. LOVED this performance, and the C-A-N-D-Y countdown was excellent. Quick, dramatic, to-the-point, fun and colorful. She sang live, and it was a spectacular visual performance.
5) The Virgin Tour—"Dress You Up"
It's not my favorite Madonna song, but seeing her on her very first outing and watching her hit it out of the ballpark is exciting to this day. The crowd loves it and she's completely live, and it's become an iconic video for 80s live performances.
4) Girlie Show Tour—"Erotica"
This was the perfect way to perform this song, and to have it as the show opener for the tour. It's sexy, visually dramatic and fits the theme of the show to a T. And "Fever" may be the best second-song performance she's ever done.
3) Reinvention World Tour—"Vogue"
Madonna has performed "Vogue" multiple times in concert—this is the second-best performance, and is the perfect show-opener for a tour that focused on greatest hits. The only thing that keeps this from being in the number 2 slot overall is that there's really no way Madonna can outdo the original performance contained within the Blond Ambition Tour, and any changes to the song end up becoming a distraction from the performance overall.
2) Confessions Tour—"Future Lovers"
While this isn't the best song on the COADF album and of all the tour songs themselves it's in the middle of the pack—the drama and flourish that goes along with this opening KICKS ASS. Literally the ONLY thing I don't like about this opening number is the horse costume theme, which is kitschy and cheesy. Everything else rocks.
1) Blond Ambition Tour—"Express Yourself"
This is the best concert opening of all time. Period. And the performance itself is at the top of the top 5 live performances by Madonna, along with "Like A Virgin" from the same tour, "Fever" from the GS Tour, "Frozen" from DW Tour, and "La Vie En Rose" from the RH Tour.