Beginning in VaduzOne possibility is to begin in the City's Militia. Obviously, there are only volunteers, and expect (some really hope for) some action. A party, once assembled, must stick together, and is sent on missions (aka adventures) on command. Very nice from the DM's point of view.
A special beginning:I hate 'loosing' time with creating characters on the first session. No problem with giving characters more character, as you might say. It's just to see players yawn while rolling dice, choosing equipment and skills and spells and whatnot. They want ACTION.
Here it comes:
Given a little background before (about the city), the players expect some rolling and similar boring stuff, trying to come up with some history for his character. Not this time:
... They came, they are sitting. The DM has suddenly a speech of some military officer being ALMOST glad they got newbies in the militia, pity they are such weaklings. Insert a sergeant from certain movies, of the shouting-only kind. To give them amateurs their first task, they shall create a unit worthy of belonging to the famous City's Militia.
The DM throws 40-50 papers with pre-made characters on the table. With some background, some weak and strong points, and a reason to be in the militia. No numbers/stats. To make it worse, the DM gives a time limit to choose a character, right now. Once chosen, they get their characters, including the necessary stats, skills etc.
A member of militia has to be trained first. Training is a way for everyone to get some combat skills, and others (like often forgotten First Aid). Another time limit (say 2-4 weeks) limits the number of possible skills lerned.
Once trained, they are equipped with uniforms and equipment for their next mission. Off they go...
Plus:- Fast beginning, possible to create characters and play within the same session.
- Already some background, and plenty of space to expand, for players that want.
- No problem to get them where you want them to be... most of the time.

- Them munchkins are not allowed to roll and min-max, at least not now.
- A character that does not 'fit' in the group can be relatively easily replaced.
- Some obvious plot-hooks and types.
Minus:- More work for the poor DM, much rolling and thinking of balance, give "weaker" characters other interesting aspects, etc.
- Rail-roading. Pushing them in this role, force upon them their (however brief) history, more creative players may not be happy.
(Can be by-passed, if agreed before.)
What to do?We Are The Law(tm) - whenever something 'chaotic' happens, militia has to intervene. Disasters, panicked animals, landing aliens... whatever.
From upholdin order to gathering news - from simply standing on the spot, and trying to not fall asleep, through regular patrols in- and outside the city, to scouting unknown and/or dangerous places. (Even strange underground lacations- for good ole dungeon-crawls.)
Action! - bar fights, riots, larger conflicts, attack by (insert enemy), outright war... all kinds of combat and stunts and special effects can happen, militia having to solve it.
Why join the Militia?- less taxes (seldom the only reason)
- it is a duty and honour; may be a family tradition
- wants to be a right man, ego-building
- right to vote, perhaps be voted himself
- currently no job, poverty; accepted this instead of prison
- boredom, wants risk+excitement
- to escape one's family, don't want to be "mamma's little boy" anymore; OR wants to avoid marriage
- prone to violence, likes to beat up others; hates a certain group of creatures/beings
- for some reason wants military training(revenge? future terrorist? mercenary? foreign spy?)
- actually wants to stay in the militia, and make career there
And many other reasons.
Join the Militia NOW!