Use a comma to set off an introductory adverbial clause or phrase unless the word group is very short and there is no likelihood of misreading.
As we pulled onto the highway, the snow started coming down. Almost immediately we decided to turn back.
A comma should also follow an introductory participial phrase, infinitive phrase, or absolute phrase.
Blowing into five-foot drifts, the snow soon blocked our way. [introductory participial phrase]
To tell you the truth, we were lost, [introductory infinitive phrase]
The blizzard finally behind us, we breathed a sigh of relief, [introductory absolute phrase]