The heroes are larger then life, but so are the risks. Friends and sidekicks die. (Sidekick rules for small parties?)
Magic is usually a force of evil or chaos, or comes with personal costs. It's not easy not to be used for trivial matters. Even items of magical nature don't come without a cost to the wielder.
The hero gets the girl. And then likely loses her. (Sorry, I know how sexist that comes across, but it was a recurring theme in lots of pulp S&S stories.)
The gods are either uncaring or actively hostile. Governments the same. You can only make good by your own personal strength.
Even the good guys lie, cheat and sneak.
Reputation is important. Awe, fear, trust - it's not just one dimension.
Oaths have power. Even an oath to yourself as long as you pursue it monomaniacal.
Bandits and pirates happen. But nameless mooks are usually a roadbump. (Minion / mook rules?)
Getting captured happens. Escaping happens. (Make it easier to knock someone out then kill them.)