For me, it's when you first see the gates to the park, and that applies to any theme park. I remember being about seven years old and feeling so proud when I heard that adventurous Chessington theme music as I walked through the gates.
Also, it's so cool when you drive past the JCB factory and I'm thinking "We're almost there!"
I absolutely love the Alton Towers theme music. Since visiting, I have spent the past month just randomly humming it and annoying everybody.
The Sky Ride. I just like going in it and thinking about what I'm going to ride next, and watching all the different rides as we pass them. Even though it broke down a couple of times, the only thing that annoyed me about it was the fact that they kept advertising The Smiler in there, which was incredibly annoying because it was closed throughout the whole day, and I so wanted to go on it!