I don't mind the flashy entrances and there's some I really liked, but I don't think they're necessary at all. I prefer the simpler entrances like a crazyass Diego coming out:
http://www.youtube.com/watch?v=CD0FnKcMSU0
or the hat stealing ones:
http://www.youtube.com/watch?v=meEckTra3C0
or just seeing a badass come out from the back:
http://www.youtube.com/watch?v=LdNdeBd5qb4
http://www.youtube.com/watch?v=2HhFSNJdVbQ
or a guy coming out to a song I really like:
http://www.youtube.com/watch?v=wThVG9FDfLA