When the epic rules came out I ran a game that started at 21st level (just to get a feel for the rules). It turned out to one of the most enjoyable games I've done!
Somehow, I'm not surprised. (and yeah, no offense here, either, mang.)
I/we generally start at level 1 as well. Only one time that I can recall have I ever started them at anything other than level 1, and that was at level 4.
as a player i've gamed with DMs who started us out a little higher level (3rd, 4th, 5th, and 9th) but the campaigns got bogged down. as each player had min/maxed to fit their concept and background. it led to some really bizarre parties.
for me it is easier to bring in a new PC as a new PC and thus lvl 1.
edit: but as for one-shots i think any level goes. as they are meant to be one-shots not campaigns. i played a 30th lvl PC for a friend as a send off for his group.
Last campaign I ran (which ended prematurely because I ended up hating it. ) we started at 9th, and my intent was to go to 20th. The reasons why I hated it didn't really have anything to do with level, although I think that was part of it. I think I decided that I hated D&D at the high levels, and I wasn't really very good at it. They got to 15th.