One of my PCs was on -9 and rolling for stabilisation, when he asked "If I die, can I play Kendra?"
A great idea and I was a little sorry when he lived.
If your PCs are up for it, you can offer them a chance to turn NPCs (major or minor) into PCs.
In my game, after a PC died during Trial, the city decided that it was very dangerous being on the Defense, so they appointed a high-ranking city guard to watch over them.
Not the greatest, but it worked for us.
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In our game (HoH), one PC died. They are too low level and poor to afford a raise dead. Not needed because he came back as a Zombie anyway. An intellegent Zombie. He refuses to believe that he is dead. The rest of the party knows he is dead and it made things tense for a while. So they continue to adventure with their Zombie pal until they can cure him of his affliction later. He gained a bite attack, so it is fun to watch him chew on the bad guys.
We had a change of GM's. My wide began HoH, but then decided she wanted me to run the rest, so initially she swapped and she ran my charcater, which was a paladin/monk.
She decided she didnt like the character, so I had him die a valiant death defending the beast against a lynch mob, while the rest of the PC's were off trying to gather evidence.
The rest of the party returns to investigate the happenings of the night before, the death of their former compatriot on the stories that the beast had killed him in his escape attempt.
My wife's new charcater, a half-drow inquisitor, is actually an acolyte in the order of the palentine eye and hired by the Judge to investigate the jail break.
Another player, who wanted to play a character with a 'werewolf' curse, originally made a shapeshifter ranger, but the mechanics werent really working out, and discovered he could really do it better with a half orc barbarian with beast totem rage powers (now he can claw claw bite like we wanted to) so I let him rebuild the character. It didnt really change much, as the concept was the same.
Ironically, now that he has romped around the alchemists labratories here and there, he has become convinced he can cure himself, and has taken a level of alchemist (yes an alchemist barbarian).
The eventual idea is, he fails to cure himself, becomming a master chymist with rage powers! He has barely enough intelligence (13) to pull it off, but a very interesting twist in character development.
With my game, after HoH about half the group wanted to change their characters. One of them, an Oread, I introduced with the Crooked Kin (he was travelling withthem for mutual protection). The other two were introduced by Judge Daramid. One of them is her assistant who assists her in her daily work as a forthright judge, including scheduling her meetings, etc. I used the blurb in the Rule of Fear about the inability of the Palatinate Council to be very effective. So she also uses him as a more direct means of keeping things running efficiently and he has a lot of leeway in that regard, so long as he stays within the spirit of the law.
The final player who changed his character wanted a character with a darker past. He is playing an alchemist dealing on both sides of legality. He was arrested for selling illicit materials, she voided his sentence provided that he work for her as an informant and operative in a similar (though less trusted) capacity as the other character.
Keep in mind that I am running the Feast of Ravenmoor before running Trial of the Beast (as is) to allow the party to get a feel for Lepidstadt and not have the story feel *quite* as frenetic and less "you arrive in town and everything immediately goes straight to hell". The judge sends them to find the missing tax collector (replacing the npc in Feast of Ravenmoor) and their work on this mission is what makes her decide to help her with the Beast.
Long story short: Between HoH and ToTB I think introducing them from the Judge is the best way to handle new characters.
I have done this like the above suggestions covered for replacement characters. I had one character show up late for the funeral. Another joined before the group encountered the Crooked Kin. The most recent new character was working with the Barrister and joined the group to help with the research into the Beast's crimes.
When adding a new player I give them a overview of what happened so they are treated like they have been with the party from the start.