Sometimes when I pray behind the Imam, the Imam will start reading the fatihah almost immediately. Should I finish the opening du'a, or stop and listen to the Imam's recitation?
What you should do is listen to the imaams recitation, because Allaah says (interpretation of the meaning): So, when the Quraan is recited, listen to it, and be silent that you may receive mercy. [al-Araaf 7:204].
And Allaah knows best.