Shadowslayer
Explorer
Do you just start them on an adventure or quest, one at a time, and make it up as you go campaign-wise, and let the story find itself?
This.
When you're starting with guys new to the game, its entirely fair to come up with a reason the adventurers are already together, and outline the first task for them to undertake. IE "You've all agreed to be a part of / have been conscripted into a brute squad to clear out a tribe of goblins in the old keep in the woods to the west of town. We start as you are on the road to the location." (A little more involved than that, but you get the idea)
Guys who've been playing for a while won't need this kind of beginning, and indeed you can start in the tavern as the PCs all meet one another...but with people new to the game, this approach can leave you just sitting around the table awkwardly looking at one another figuring out exactly what they're supposed to be doing. Eliminate that awkwardness and get to the action ASAP.
Stuff to have ready:
-Small town, with a couple places for the PCs to spend the loot from the first adventure, and NPCs in each one for them to interact with.
-A first adventure, with a hook to a second one.
-Sprinkle the area with encounter areas that don't necessarily link...but that hint at something bigger, which would be your first possible story arc. (ie, No matter where they get to, they find evidence of kobold activity that forshadows the first major story involving an impending invasion...or something like that.) I had an armorer willing to pay for Drake skins, a treasure map to a tomb (found in the first adventure) and a small tribe of goblin raiders that worked the roads outside of town. Each area encounter had some little thing that brought up the idea that there were a lot of Kobolds around, and that having a lot of kobolds around is unusual for the area.
Then sit back and watch them make up their own stories. They'll give you material. And if they don't, come up with another duty they get hired to do.
My only advice, based on my own preferences as both a player and a DM, is to not get too far ahead of the campaign. A) It can lead to wasted work, and B) can also can have the effect of DM burnout. It has to stay fresh for you too. I personally like sitting down with a sort of attitude of "OK, what kinda mischeif can we get up to for the next week or 2.", but that's just me. I don't care for campaign long story arcs either.
Maybe not the one true way, but it works for me.