What's your favorite way to get that first, "you're in a town," game out of the way?
I've used several different, unexpected intros.
One campaign I started with, "You're in the Red Drake Tavern in Gradsul, you haven't met each other yet. It's a busy night and someone shouts, 'There they are!'. Roll initiative!"
Another I began with, "You're just waking up, noticing these other people who are also waking up that are all strangers to you. You're in a circular chamber with no doors, a twenty foot ceiling, and sand for a floor. You realize that you have no weapons, armor, or other gear. And you have no idea where you are or how you got here."
One game I played in started with me and two other characters hanging from the ceiling by rope with a huge spiked pit beneath us.
Another started with the king holding a festival and sending an orator to recruit warriors for a dangerous mission that would pay well.
I started my campaign with a festival, as well, letting characters interact with the NPCs and one another before having the enemies kidnap a well-known politician in broad daylight.
I usually give each of my characters an Intro that picks up where the backstory left off and more or less forces them to a place where an encounter breaks out. Sometimes it can go horribly awry, but nothing a little planning or fudging can't fix. It is always priceless to see the look on someones face when a guard tries to arrest them for carrying a loaded rifle around.
The campaign Im starting next month starts at a metal show.
I once started a campaign with the PCs waking up inside of a necromancer's laboratory after it had been raided and cleared out by a group of adventurers. It was actually pretty cool to design traps backwards-- to be sprung or reset to continue on, instead of disarmed or avoided.
In the game I currently play in, our GM had us meet at a train station as we all headed back to our hometown after Basic Training (we all started as members of our nation's military, performing our required service). He had set it so we were childhood friends, thus eliminating the usual conversations of "You seem trustworthy, come join us on our noble quest!"
When I GM, I prefer to have preludes taken care of before the start of the campaign, and generally make it a requirement that each PC know at least one other character. If the party weaves together an extensive and intertwined backstory, I award bonus EXP (or some equivalent; a nifty piece of gear, an ability they otherwise wouldn't have access to, etc).
We seem to always organise the campaign before we play. We also tend to look to fill the traditional roles, and create character together.
We have:
bushrangers set in Australia 1820 - we began as convicts chained together. We worked on our characters together, linked some of them in past, before we started.
halfling rogues of the thieves guild in Londinium 1860. All the characters have the same backstory: halflings stolen from the orphanage and then raised and trained by the thieves guild. We began at level three with at least one level in rogue. Having the same background and knowing that all the characters have lived and trained together for years has helped, and it is an easy setting to vary the number of players depending on who is present.
Skypirates in the Carribean in the mid 1800's. As a player, after asking the GM, I placed an Adventurers Wanted ad and ran interviews with the other players via PbP (facebook actually) we all got to know a little of each others personalities and back stories - it was a lot better than I could have hope for.
(We seem to have a time-period theme happening.)
I started a whole campaign out of "You awaken in a tavern, you dont recognize it or where you are the bartender seems to becon you over" After which they are told that everyone arrives there that way and no one knows why.
My other one I want to develop into something more is "You are all in a dockside tavern enjoying a meal and resting after (Insert whatever they did in the backstory) when suddenly there's screams and a boat smashes into the side of the tavern. Sailors start to rush into the hole and attack people... roll initiative!" spiced with an assortment fo personilizationa nd story hooks as needed. :P