Sven-Goran Eriksson's Manchester City beat West Ham United 2-0, Roy Keane's promoted Sunderland snatched a 1-0 win over Tottenham Hotspur and Sam Allardyce's first game as Newcastle United boss ended in a 3-1 win at former club Bolton Wanderers.
Liverpool looked set for a disappointing start when their 31st-minute lead, courtesy of an own goal by Villa's Danish defender Martin Laursen, was cancelled out by Gareth Barry's 85th-minute penalty.
But Gerrard curled home an inswinging free kick from 25 metres two minutes later, dipping the ball into the top right-hand corner after deftly bending it around the Villa wall.
"Over the last couple of seasons we've been very frustrated with the starts we've made," Gerrard told Setanta Sports.
"We've dropped silly points and been playing catch up with the big boys early on.
"The idea this year is to get a solid start and try to stay in the (title) race all the way."
Champions Manchester United, FA Cup holders Chelsea and Arsenal are all in action on Sunday.
Manchester City's goals came from new signings, following the takeover by former Thai Premier Thaksin Shinawatra, with Italian striker Rolando Bianchi and Brazilian midfielder Geovanni on target.
"Absolutely perfect," was Eriksson's verdict after the former England coach's debut as a Premier League manager.
"We played 40 minutes of good football in the first half, the next 20 were very good, then West Ham played well and we suffered," the Swede told Sky Sports News.
"But I suppose in the Premier League you suffer, you can't dominate for 90 minutes. I'm very happy. The boys did an excellent job and showed we can play good football."
Sunderland's winner came from new signing and substitute Michael Chopra in the fourth minute of stoppage time.
BEST TEAM
Keane, who steered Sunderland from the relegation zone to the second division title after taking over last season, told Sky Sports News: "I thought the best team won.
"Another late goal, we had plenty of them last season and hopefully there are more to come... it's a happy dressing room in there."
There was no room for sentiment for Allardyce on his return to the Reebok Stadium.
His side were 3-0 up in under half an hour, with Nigerian striker Obafemi Martins scoring twice, as they swept aside a Bolton side managed by his former assistant Sammy Lee.
"It's a great start to the season for me and the lads," Allardyce said.
"The players' application was terrific in the way we went about the job, in the first half particularly, punishing a Bolton side who were obviously really up for it."
Elsewhere, Blackburn Rovers came from behind to beat Middlesbrough 2-1, Everton were 2-1 winners over Wigan Athletic and promoted Derby County drew 2-2 with Portsmouth.
