I am writing a crime novel. I want to open with a scene where my character breaks into a building. How do I make this a clever and captivating scene, and not the stereotypical break-in?

You don’t.

Not unless the break-in illustrates something special or unusual about your character.

As you say, you want to avoid the “stereotypical break-in.” That event can be a story-killer. Everything in your novel should relate to your character and plot. In this case, what will the character’s action show us about the character? What is it showing us . . . that your character knows how to break into a building? You can establish that in one sentence by telling us that he’s an experienced break-in artists.

To obey the “show, don’t tell” dictum, don’t just tell us as the narrator. But that can all be covered with the person’s girlfriend/wife saying something like, “Oh, God. Are you going out on another job? You’ve been lucky so far, but 13 may not be your lucky number. You could be caught or worse.” (You can write it better, of course.) But with that sentence, you’ve introduced a second character. You’ve established that he’s a thief who hasn’t been caught in 12 previous attempts.”

This isn’t Mission Impossible and your character isn’t Tom Cruise. And that isn’t your story.