Agreed! Let's start with Exodus 20:2.
The verse sets the overarching parameter within which all following verses should be interpeted--namely, the kind of God who is dealing with the Israelites.
Rami's point about HaShem dovetails nicely with a long-standing Christian insight (Augustine, Thomas, etc.): God the creator of space-time transcends space-time. God has no past or future; God dwells in an eternal present. For God all moments are the moment at hand. If nothing else, the verse drives home how different God is from us or from anything in our experience. God indeed is wholly other. The commandment does not call us to handle God carefully, it asserts that God is beyond all handling.
All of which raises a question: How might we possibly know such a God? The answer lies in a phrase: "who brought you out of Egypt, out of the land of slavery."
God transcends space-time, but he may choose to operate within it. After all, it is his creation. While the Israelities (or us, for that matter) must never fall into the trap of thinking they grasp God, neither are they left adrift without a hint as to the nature of God. They are to look to what God has done in a specific portion of space-time: the actions of God which combine to make what we may call "the Exodus event."
We learn something about God by pondering what God does. What might the ancient people of God have learned from the Exodus event?
(1) God's penchant for acting in history--The God of the Exodus is not an absentee divinity, or even a present but disengaged one. This God gets his hands dirty, working in the history of real people. He starts not with a final product but with the materials to hand, even a people mired in the actuality and mentality of slavery. If ever they are tempted to act as if their God is indifferent or disconnected, let them remember the Exodus. God makes history the arena in which we most often meet and start to know him.
(2)God's determination to eradicate the slave mentality--he has taken them from "the narrow places" into a wide open wilderness. All kinds of possibilities now open to them. It's exhiliarting. It's frightening. That's how life is going to be for God's free people. Whatever else we may say, God is in the liberation business. Let those who would enslave others beware. Just as important, let his own people beware of falling back into any form of slavery.
So...God has chosen to make history significant for his people. He will act in history to reveal himself to them, potentially freeing them from false concepts of God and themselves, as well as forming them into a new kind of people. The commandments which follow continue God's formation work.