Where I start PCs depends entirely on the campaign, system, and what adventure I want to start with.
For my longest-running game (almost a year so far...and everybody enjoys it even more with each session), I started the PCs at level 2 to run almost a sort of introductory adventure. Then, they leveled up quickly, and really started the campaign in earnest at about level 4. Now, they're level 8 and starting to become a serious threat to anybody who they go after.
For the off-weekend game I run, I started the PCs off at level 5 so I could start things off with a particular adventure (the Mysterious Tower, by Goodman Games, if anybody wanted to know), and it worked quite well.
For the at-school game I run once a week, I started the PCs off at level 2, and it's also going pretty well.
What I've learned is some general guidelines for what starting level corresponds to the kind of campaign you want to run...
Level 1 if you want the classic 'slogging it to the top' sort of game, where adventuring is a lifestyle, and the PCs start from nothing.
Level 2-4 if you want PCs that don't quite know their place in the group/campaign/world, but are competent in their own right.
Level 5-8 if you want PCs that may have been around the block a few times, and already have a fair amount of their life behind them, but still have most of it ahead. (This is where I like to start as a player)
Level 9+ if you want seasoned veterans; characters who know who they are, what they want, and how to get it, and aren't afraid of anything.
Now, it can depend greatly on the DM and how they run (and/or build) the setting. Those are just my experiences.