Following up on the last post, I looked for a couple examples of showing the story, instead of telling it. I found a couple decent examples, both of which you can find at Drew's Script-o-rama. Check out the first couple pages of both.
Watch how David Franzoni uses the set up of a poor barbarian family ducking out of the way of Commodus at the opening of Gladiator to set up most of his themes in a visual way.
Check out Walk the Line -- the Gil Dennis script about Johnny Cash. By the top half of page two, we know the central question of Cash's life, and have a huge expectation for drama and entertainment. A cautionary note here: do NOT copy the formatting. Gil Dennis is not a spec writer.
If you've got suggestions for other scripts to read, please put them in the comments so we can all take a look!