What i have done once or twice is to start the group in a dungeon. Don't tell them how they got there just say, you wake up in a 10x10 room and you see x strangers. Have everyone describe themselves and go from there. You can make the dungeon large or medium, you must however, make it big enough so everyone has to work together to get out. This builds trust in the group, lets them get to know each other and that they can work really good as a team. When they get out, they can say "hey", "we did pretty good getting treasure, magic, whatever and maybe we should stick together"
This is good once in awhile but runs dry after the second or so time. I used this before and it worked out fine.