Alzrius
The EN World kitten
This bit of generic advice probably isn't necessary, but I'll toss it out anyway: If the players lose an adventure, make sure there are repercussions!
I don't mean you should keep penalizing players for the fact that they lost, but rather, losing is one of the best ways they have of gauging how much impact they really have. If they lose, and then you just move along to the next adventure with no real impact happening, it's seriously demoralizing...it sends the message that they don't make any real difference, win or lose. Hence, make sure the players see the negative effects on the surrounding world when they get beaten.
I don't mean you should keep penalizing players for the fact that they lost, but rather, losing is one of the best ways they have of gauging how much impact they really have. If they lose, and then you just move along to the next adventure with no real impact happening, it's seriously demoralizing...it sends the message that they don't make any real difference, win or lose. Hence, make sure the players see the negative effects on the surrounding world when they get beaten.