Rappan Athuk is a great megadungeon that supports all levels of play (though if you have heavy optimizers, they may find some stuff fairly easy) in the old-school style. It is a deadly dungeon full of critters, traps, evil clerics and demons. There is a pretty robust background that has several ties to events and places in the Lost Lands (the Frog's campaign setting) but it can just as easily be dropped in to any campaign setting.
The outlying areas around Rappan Athuk - in particular the village of Zelkor's Ferry and the recently discovered Mouth of Doom dungeon are the perfect place to start out your fresh meat... er ... characters. All of this is available in the main book.
As noted, the Expansions book also contains several areas of low to moderate level - the main book has more than enough to keep any party happy though.
Bring extra character sheets, and remind the players, "Don't go down the well!"