We did this back in 1e and I heard someone on the board (diaglo maybe) that still does this. If the first level character survives the fights they do tend to level faster.
Might have been me, Crothian, as I do still follow the "rule" that everyone starts at 1st level. The ways I make it survivable (in 3.5e rules) are:
1) You can take a "monster" race with a higher ECL, but 1st level character level. You need to "earn off" the XP for the equivalent number of levels before advancing in the PC class. If you start off as a lizardman or a centaur (the two I've seen), you are a bit more survivable at first.
2) Players have the option of taking over an existing NPC. This happened recently, when a new player took over a local militia sergeant (3rd level warrior, in a party of 4th-7th level PC classes), who had been a guide for the PC's. In his case, once he earns enough XP for 4th level, I'll convert the 3 Warrior levels to Fighter levels.
3) Extra equipment. A new 1st level paladin just joined our 3rd-4th level party, but he does have a magic sword he inherited somehow. He's had no trouble surviving so far.
4) Biggish parties. Of my two active campaigns, the first (with the Warrior) has now 9 PC's, the second (with the Paladin) has 5 PC's. This doesn't guarantee survival, but it does increase the chances they are not the target for the deadly X attack, or are outside the blast radius.
5) Lowish power levels. I've never beyond about 10th level in 3.5e for the PC's. And background NPC's don't scale with the PC's -- when they are 10th level, the average soldier or tavern brawler they meet is still a 1st level Warrior (or Commoner). Monsters do get tougher, of course, but I still will throw in stuff like "a pack of 5 wolves" for a forest encounter table, regardless of level. Some folks think that's boring, I think it's verisimilitude -- every once in a while, it's fun to see how outlandishly powerful you've become.