My latest idea is that I ask the players to try to work each other (or at least some of each other) into their backstories. With that done, I'll generally start
In Media Res with a reason they are all where they are that makes sense to their backstories
Nothing starts out a campaign better than some combat that foreshadows things to come.
The last campaign I started features many, many Rakshasa as the key bad guys. The campaign started with a battle between the 2nd level PC's a small contingent of goblins and their Barghest leader. The combat featured a shape shifter so it was minor foreshadowing. Besides, the players thought the battle was a route until the Barghest shifted out of goblin form then they crapped their pants. They were second level and only had one vial of magic weapon oil and no other magic weapons.
The campaign before that, I had 7 PCs, 3 of which were built as savage species monsters. I started the group out with the monsters under the control of an expert with a charm monster wand and the PC's under the hire of a man seeking to retrieve a family heirloom which was hidden in the mountains and he finally got a map to it.
The groups set out seperately and finally met up in a shelter that the kingdom built in the mountains. Battle erupted immediately and the expert was killed and one of the non-monsters and the centaur were almost killed by the frost giant (the only one who spent the entire battle still charmed). With the battle over the human explained that the expert was the one who hid the heirloom and was obviously trying to keep him from getting it. The monsters joined the group out of gratitude for being freed and they eventually find the "heirloom" which was the Human's vampire father who was staked. The Human pulled out the steak, got away thanks to expeditious retreat and the father gasseously escaped since the Paladin was able to keep him at bey with his holy symbol.
That campaign ended with a series of show downs between the son (a sorceror), and his father the vampire cleric who used to be a vampire hunter. Songs will be sung for the PC's that gave their lives to finally put the poor soul to rest in that final showdown.