My choices....
1) The Crucible of Freya with The Wizard's Amulet free download. Possibly the best First level module I have ever had the pleasure of running.
2) NeMoran's Vault with the Quest for Amelia downloadable expansion. An excellent well thought out adventure. This module also looks like it would be a great start for a Ravenloft campaign.
From Dungeon Magazine...
3) The Raiders of Galath's Roost by Skip Williams (Dungeon #87). This is one adventure in two parts IMO. You can use he first half as an excellent adventure by itself to start a campaign. The second half IMO, is optional. If you are running an FR campaign, the second half is recommended.
4) Mad God's Key by Jason Bulmahn (Dungeon #114). I used this to jump start a Greyhawk campaign. As other people have noted, it's a great start to any campaign.
5) Ever-Changing Fortunes (Dungeon #85). This is one starting at 2nd Level but easily modified for first level and an excellent work IMO. I forgot who wrote it, I belive it was Peter Zollers, IIRC.