This list started as an endcap idea, but as there weren't enough titles I couldn't actually use it. Still, it's pretty impressive the number of SF and F books that begin with characters on a farm, dreaming of better things... Once again, the list isn't comprehensive. I've either read the books, skimmed them or looked at the first chapter and found out that's where they begin. I'm sure I've missed some other good titles. But for now here's the list.
Star Wars - George Lucas
Eragon - Christopher Paolini
Magic of Recluse - L.E. Modesitt, Jr.
Deed of Parksenarrion - Elizabeth Moon
A Plague of Angels - Sheri Tepper
A Brother's Price - Wen Spencer
Mort - Terry Pratchett
Pillars of the World - Anne Bishop
Airs Beneath the Moon - Toby Bishop (horse farm)
Song in the Silence - Elizabeth Kerner (horse farm)
Devlin's Luck - Patricia Bray (the book doesn't start on a farm but the story does, if you read far enough)
Princess Bride - William Goldman (Buttercup's part at least)