DVD Talk's Gil Jawetz takes a great, informative look at the development of the opening credits for Panic Room. David Fincher's credits are almost always events in themselves, and apparently Panic Room is no different. Jawetz makes the connection to Saul Bass's North by Northwest credits, to which I'd add Bass's opening for West Side Story, another tour de force montage of NYC skylines.
You can buy Panic Room on DVD, but only if you've already bought Fight Club. It's one of the first mega-DVD's, stuffed with real, not astroturfy extra content. Of course, there's also the single-disc edition. Also, Fincher fans should already be flocking to screenwriter/director Roger Avary's weblog. Avary gives near-daily reports from the lunchtable as he works on the script for Lords of Dogtown. [thanks, hella amusing Gothamist]