When teaching first timers, handing out pre-generated PC's is a good idea. This way, you avoid the whole discussion about who wants to be what and party balance (who gets to be the cleric etc.), as well as shopping (the PC's already have basics of equipment, you may include some 'strange' items many first timers may not think of as useful such as: mirror, caltrops, 10 foot pole, flasks of oil/greek fire etc.)
Try to prepare nice PC sheets including mugshots. Scouring the internet (googling on images for 'fighter d&d' etc. or look on the Wizards site etc.) should yield plenty to choose from, and this gives the players something to hatch on to when roleplaying (i.e. the type and color hair, the overall demeanor etc.)
Furthermore, before getting right into the adventure (especially when using a module), us a 'soften up encounter' to get the players used to their abilities. Some ideas:
- a brawl in the inn where they meet
- a group of goblin highwaymen on the way to the dungeon
Keep it simple, have it be an easy win, but last enough rounds for the players to 'get some exercise'. Have it be close to their base of operations, so they can go back to safety and replenish for the 'real adventure' if necessary.