Nightfall said:
Der,
You can convert everyone else BUT me my friend.

I've seen all three and while they are good, I will not give up on the Scarred Lands until I'm dead and buried. And maybe not even then!
We'll see....
Anyway, back on topic.
I have a few bits of Midnight advice for Mr. Swan.
1. Derulbaskul's advice was sound. You definitely want to check out Against the Shadow. (Just click on the picture in my sig.)
2. Midnight isn't D&D. *waits for that to sink in* At least, not as you know it. It uses the same rules of course, but it differs significantly from standard D&D. While knocking down the door, killing the monster, and taking it's loot is the basis of traditional D&D, attempting it in Midnight is suicide. More likely, the monsters will be kicking down YOUR door!
3. Pick a style of play. Midnight can be approached from several very different angles. For instance, in my PbP game (link in my sig) and my table top game, survival is the number 1 goal. Food, supplies, and even shelter is scarce. this will improve a bit as time goes on, and the characters may end up as members of some resistance group who tries to do what they can to make the world a better place.
Other Midnight DMs go for the more "epic" approach. Their PCs seek was to defeat the Shadow in the North or to pierce the Veil and re-establish contact with the gods. All of these options can make for a good campaign.
4. Role-playing vs. Hack-N-Slash. If you like hack-n-slash gaming, you probably should take a look at some other settings. The PCs in most Midnight games are very limited. Magic is scarce and very risky to use for fear of being discovered. If discovered using magic, you'd be put to death. Also, magic items are very rare so characters want have the same level of power that a standard D&D character of the same level would have. The Heroic Paths help that some, but not much.
5. The World hates the PCs. This is really what sets Midnight apart from other settings. The characters will quickly find themselves as outcasts and fugitives. equipment and services become hard to come by and you can't even get a good night's sleep for fear the innkeeper will turn you in for a reward or simply to save his inn from being burned down.
6. No economy. Most all transactions in Midnight are done through bartering. I admit, as DM, I was tempted to just stick to coins and avoid the baggage that the bartering would include. Luckily, I decided to give it a chance, and I'm glad I did. Simply trying to obtain a place to sleep for the night can be an interesting role-playing experience.
7. Download the free Midnight suppliment, Tome of Sorrows from my sig. It has a lot of optional rules that help better fit the d20 system around the Midnight setting as well as a great number of other interesting and helpful bits.
Good luck!