Some quick thoughts:
If this is a one-off, I wouldn't start by generating characters. That's boring and time-consuming, especially if they'll never play them again. Instead, you should pre-gen a bunch of characters with no names; just hand them out and you're ready to go. Vastly more fun.
Instead of the jail cell, I like starting a new group in the middle of action (although not necessarily combat.) For instance, tell them they have to recover a cup that is said can overthrow the evil king, but the cup is guarded by something; their resistance has just learned the location of the cup's hiding place. They're being chased by the evil king's men as they approach the dungeon entrance. This is the first place they've found that's close to defensible; they hear the hoofbeats behind them. Stay to fight, or enter the dungeon?
Then roll intiative. Putting immediate pressure on them makes for an exciting start. Make the dungeon brief: only 3-4 combat encounters, a trap or two, 2 roleplaying encounters, and you're done. start with easier fights, make the last fight really thrilling.
the goal is to give them an exciting start and a really memorable end, so they'll want to come back.