I did this very recently with a few friends of mine. I gave them the sheets and first ran about 2 "practice encounters" with some creatures straight out of the MM and using simple tactics. They both played Baldur's Gate II: Dark Alliance, so they knew the very basics at least.
I've just finished my third game with them, and I've slowly introduced new rules with each set.
The first dungeon crawl was in the sewers with the first battle concentrating on the basics of fighting, I used a bunch of dire rats-they got used to initiative, flanking, and especially-AoOs. The second encounter was with an animated object, in the form of a sewer cleaner robot

There I introduced hardness, Bull Rush, and reach. More rats and easy encounters up until a Cultist (Level 2 Adept) to get them used to magic spells. Later on they had to do climb checks to cross over an area filled with water, and heard a constant whistling sound. At the end of the dungeon they found out that there was an easier route, that they had to search to find (I emphasized some skills like Bluff/Sense Motive/Spot/Listen here as well) and that the bard could have used Countersong on the whistling sound which was a Pipe of the Sewers (although they had no chance to know that I knew, it was just for future reference and demonstration purposes). The bard did end up using Bardic Lore (I did metagame-ing ly like hint that he could use it) on a conjured Water Elemental that allowed them to survive the battle by dragging the creature on to land so it could be more easily killed (they were getting badly beaten before they had done that).
So, overall I introduced,
-Bassic Combat System, including AoOs (from moving and picking up/drawing weapons mainly) and Bull Rushes
-Hardness
-Magic spells (to a non-lethal extent)
-Skill uses
-Class Ability (Bardic Lore, Countersong)
Not to go into too much overall detail, the next adventure I introduced them to Traps (pits, falling scythes, arrows) in minifortress defended by kobolds. I also used alot of ranged weapons (light crossbows) and how terrain can play a bit of a difference. For the ranger I had an Wolverine fight that he managed to use animal empathy on and then after the dungeon was finished he leveled and got Animal Friendship to tame the beast. Overall nothing too new, since they were still getting used to the last set of the rules-more combat focused definately. They got a cleric NPC added to the party and found out how great it is to have one in the group
Overall I think I'd just say to introduce rules slowly, in chunks, probably with every other adventure having more of them so they have one adventure inbetween to digest them. Don't forget to tailor them a bit to the classes of the PCs in your group, if there's an opportunity for the ranger to track/tame an animal, give him a chance, or if there's an opportunity for the bard to use his Lore or Performing abilities, do it. I also found that my PCs required *alot* more healing than I realized (I think they went through 8 potions of CLW and a cure light wounds spell and the bard was unconscious but bandaged and the ranger was down to like 8 hp before I inserted a wand of CLW that the ranger found after rolling a search check of 22 or something on a wall heh), but I only had 2 at the time (Bard and Ranger).
Just general advice, I'm afraid I've ranted too much though so I'll quit now
