What player characters do you have?
The best way for starting a campaign is looking at each player character and figure out a reason why he or she should participate in the first adventure (of course, you could tailor the first adventure specifically for the PCs, which would be even better).
Let me give an example and tell you how I started our current campaign (not D&D, but GURPS Warhammer - but the principle is the same). I planned to start the adventure in a town called "Bad Tiefenbrunn", and I had the following player characters:
- a thief
- a gambler and soldier-of-fortune
- a generic fighter
- a rather dumb trollslayer (very scary dwarfen berserker, for those who don't know Warhammer)
- a halfling inkeeper and member of the local militia
How to bring these people together? Here is how I did it:
The first part of the adventure revolved around finding and defeating a group of bandits. I wanted the vice-major of Bad Tiefenbrunn to get the PCs to hunt those bandits.
First, I told how the halfling's militia group found a dazed dwarf (the trollslayer) with a big head wound wandering around the woods. Since there was no one else to take care of the dwarf, the halfling agreed to let him live at his inn until he felt better.
Then a trade caravan owned by the vice-mayor entered town. Two of the guards had been hired for this trip and were two of the PCs (the fighter and the gambler). Then one passenger (the thief) disembarked and went to the vice-mayor. I took the player out of the room and explained to him that the vice-mayor had hired him previously to "recover" an old family heirloom. Then the vice-mayor asked him if he was interested in another job. The thief said "yes", and the vice-mayor explained that the town has had some "bandit trouble" of late, and that he needed someone who could out-think the bandits. The thief agreed to the offer.
Then the vice-mayor called in the two caravan guards (I called the other two players out of the room as well), introduced the thief as an "advisor", and asked them if they were willing to hunt after the bandits as well. They agreed, and the vice-major explained then that, for "political reasons", a local would have to be officially "in charge" of this task, but assured them that the halfling he had in mind for this wouldn't pose any problems as long as they were firm and seemed to be knowing what they were doing.
Then I took the halfling's player aside. A messenger told him that the vice-mayor wanted to see him. The vice-mayor let him wait in front of the office for half an hour. Then he called him in, exchanged some pleasanties, and expressed his hope that the rumors of food poisonings at the inn weren't true. This made the halfling flustered and on the defensive.
Then the vice-mayor said that recently a halfling councilmember had complained to him that "not enough halflings were in a position of authority in this town". The vice major then added that he planned to rectify this and put him in charge of "dealing with the bandit problem". Then he introduced them to the three hirelings (the other PCs), gave him some money for expenses ("but I want receipts for everything!"), added that he could deputize other people if needed, and pushed him out of the door.
And when all the halflings the PC knew chickened out ("I can't! My wife will beat me if I am away from home for longer than a day!"), he hired the trollslayer as well. Thus the introduction of the PCs ended, and they were fully role-playing as a group before the first batte had even started.
This required that your players won't complain over some GM fudging to get the PCs together, but it's worth it. I like to think that this was one of the most memorable campaign starts yet. And the campaign has been running since January on a weekly basis, and hasn't lost its steam so far...