I always try to play epic stories, that's what's fantasy RPG is about for me. Epic isn't about level 20+, it's about building a story (like in a book or film). Btw, epic rules-wise for me is level 10+.
No dungeon crawls, no simple looting. There must be a real motivation! Thus, the start is extremely important. PCs shoUld have a decent background of some sort and especially have a strong motivation. There should be equally a strong reason for the party getting together. Thus, don't ever get the PCs together by coincidence, don't ever let the PCs play for no other reason than "to get XP from combat and treasure" cos it's written like that in the books. NEVER !
I noticed early that since the players don't have anything else than their characters and the PCs are at the cenetr of the game, so should PC development & motivation play a major (if not the biggest) part in an epic RPG. Develop background (together) and come up with plot hooks based on this info. Don't overdo it though; it's dead boring & sad if you introduce for the 10th time an aunt or brother...
BE ORIGINAL yet keep it CONSISTENT !
There's a fine balance between those two that is the key to a solid story (and RPG). You should surprise the PCs from time to time (dig into their backgrounds for ex!) but don't frustrate them. If you overdo it, it will loose its mystery and all its impact.
All this needs a motivated group; the books won't help you much. In fact, too many rules will restrict the game.
DL is a perfect world for such play and their adventures were based on this idea. That's what I miss nowadays: some amazing epic adventures. There's only one or two for FR 3e, but they aren't even that epic.