The millimeter wave (mmWave) bands have recently attracted considerable interest for next-generation cellular systems due to the massive available bandwidths at these frequencies. However, a key challenge in designing mmWave cellular systems is initial access -- the procedure by which a mobile establishes an initial link-layer connection to a base station cell. MmWave communication relies on highly directional transmissions and the initial access procedure must thus provide a mechanism by which initial transmission directions can be searched in a potentially large angular space. Design options are compared considering different scanning and signaling procedures to evaluate access delay and system overhead. The channel structure and multiple access issues are also considered. The analysis demonstrates significant benefits of low-resolution fully digital architectures in comparison to single stream analog beamforming.