I prefer to start them. No exceptions, no special circumstances, no depending factors... I am just that open and social. And I have a wide variety of interests, so it's easy to talk about anything with me an have an interesting conversation. The more you socialize, the easier it is to do so in my opinion.
I do sometimes jump into conversations though and give everyone a good laugh in doing so.
I'm the kind of person that, at first glance, you might mistake for a serial killer. So people tend to get all jumpy when I'm the one to start a conversation with them. Whereas when they start a conversation with me, it's likely becuse thwy've seen past that - or gotten a different impression. Those are the people I'm more comfortable talking with, so it all works out.