I remember loving the first scene, in which some teleporting character manages to infiltrate the White House. That, by the way, is my most favorite of characters in the movie, followed by the gorgeous mutant with the same powers as Wolverine. It is a pity she dies like that. I also loved Mystique, whose abilities are ridiculously impressive. There are so many characters, and the movie handles them really well, which reminds me pretty much of The Avengers. Like that movie, you don't feel like any character is left under-explored.
One other thing is the movie is by far better than the original, and in many ways. That is a strange fact, especially given it's the same director responsible. It is easily the best of the X-Men movies.