The most common start (ignoring the "goofy first line", which I will discuss in the next section) is to mix description and action.

Token Action

Wharton, writing in that time where I said authors tend to start with setting, started with action.

"Undine Spragg—how can you?" her mother wailed, raising a prematurely-wrinkled hand heavy with rings to defend the note which a languid "bell-boy" had just brought in.
But her defence was as feeble as her protest, and she continued to smile on her visitor while Miss Spragg, with a turn of her quick young fingers, possessed herself of the missive and withdrew to the window to read it.
"I guess it's meant for me," she merely threw over her shoulder at her mother.
"Did you EVER, Mrs. Heeny?" Mrs. Spragg murmured with deprecating pride.
(The Custom of the Country, 1908)

Perhaps ironically, the reader probably needs either setting or more explanation or more care in what the reader can understand. Anyway, after a little more dialogue, Wharton introduces a gob of setting (264 words).

Mrs. Spragg and her visitor were enthroned in two heavy gilt armchairs in one of the private drawing-rooms of the Hotel Stentorian. The Spragg rooms were known as...

The setting does not follow naturally from the last line of dialogue. To the contrary, it seems like setting that would have come first, except it was just moved out of order before the final draft. (And it's the setting when the book started.) So it feels like Wharton just rearranged the order of a few paragraphs to put action at the start, then didn't think about how much we would actually understand of that start.

Inserting Action into Setting

A good modern writer will mix setting and action a lot more skillfully. But authors vary in how much of each to mix. The following is mostly setting with a little action mixed in to "spice things up".

My mother drove me to the airport with the windows rolled down. It was seventy-five degrees in Phoenix, the sky a perfect, cloudless blue... (Twilight, Meyer)

The first sentence is borderline action – her mother is driving her to the airport, an action we can visualize. But it isn't exactly a scene with the clock turned on and events happening one after the other. That first sentence is followed with about 184 words of setting and backstory. Then we read:

"Bella," my mom said to me -- the last of a thousand times -- before I got on the plane. "You don't have to do this." My mom looks like me, except with...

So the author inserted a sentence of dialogue into the description.

However, and unlike for Wharton, the description following the dialogue does not read as a new topic or moving backwards in time, it follows like a natural continuation of the action. It could be the main character thinking, which is technically on the side of action.

A True Mix

The next example has more action in the mix. This is probably a true case of the author wanting to do both action and setting, and honestly mixing the two together, in a natural way. Ignoring the first paragraph:

I should mention that I was watching the scene through high-powered binoculars. I followed as the bride slung her ample, lace-covered rear end in every direction, toppling a glass of red wine, trying to... (Judge & Jury, Patterson & Cross)

That first sentence is setting, the scene-clock is stopped, and the character is talking to the reader. Then we have action, the actual story. But two paragraphs later, there is a transition back to setting:

As special agent in charge of section C-10, the FBI's Organized Crime Unit in New York, I was heading up a stakeout of a wiseguy wedding at the...

A long stretch of setting is interrupted with:

"Cannoli One, this is Cannoli Two," a voice deadpanned in my earpiece.
It was Special Agant Manny Oiva, whom I'd stationed down on the dunes with Ed Sinclair. Manny grew up in the projects....
"Anything on the radar, Nick?"

So we have a tidbit of action, more setting, then finally staying with action.

Action With Setting Inserted

For the following, I think the attempt was to do action but insert setting as needed. I suspect that's not much different than any scene in the middle of the book. After the prologue:

Hodges walks out of the kitchen with a can of beer in his hand, sits down in the La_Z-Boy, and puts the can down on the the little table to his left, next to the gun. It's a .38 Smith & Wesson M&P revolver, M&P standing for Military and Police. He pats it absently, the way you'd pat an old dog, then...(Mr. Mercedes, King)

For that first sentence, it's as if King was trying to describe setting and disguise it as action, but it's still action. The second setence is a description of setting, and the next sentence is again action.