The most interesting start to a campaign I was involved with began with the GM having us roll up (and write and extensive history for) a high level adventuring party. The premise was that this was an old party heading for retirement, and our first chore was to pick successors who could continue the company. Our GM presented us with a list of 100 possible candidates (no, he didn't let us see the stats) and we had to design special tests and trials to weed out the top candidates. When we made our final picks, then the GM turned their stat sheets over to us (for better or worse... fortunately the thief didn't pick the absolute quickest hands, since that character only had low wisdom and gave us a specific time period which we decided what skills/abilities the veteran characters would teach the new apprentices. Then we spent the rest of the time as the new players, trying to make a name for ourselves and constantly running into old ghosts/old scores from the "past" of the original party.
It takes a while before the real "adventuring" starts, but in my opinion it was worth it! This campaign had the best group dynamics, because it was a real group exercise, rather than everybody showing up with "mature" characters who have extensive histories that are just waiting for that final piece to make their life complete.