HT Games
Things You'll Need
Instructions
Plant the seeds of the campaign's ultimate direction. Do this as early as possible, by having the players deal with situations that are slightly related to the main plot but aren't too tough for low-level characters. You can throw in hints about where the campaign is going without giving away the whole show by having the characters run afoul of people working for the main antagonist, or having them deal with the repercussions of some devious plot the antagonist has already set in motion.
Give the characters plenty of opportunities to rest in between bouts of combat and have time to plan for future encounters. Remember that low-level characters have very few resources at their disposal and are much more likely to die in combat if they don't have adequate time to heal or prepare new spells.
Force your players to keep careful account of their character's resources at all times. Because their characters probably have very little wealth and no ability to create their own equipment, they should struggle with simple things like keeping their quiver full of arrows or being able to afford a good meal at the inn at the end of the day.
Make the characters work hard for the few minor magic items they will acquire at the early stages of the game. Your players will appreciate their treasure much more if they had to really go out of their way to acquire it. Reward them for using their heads and considering things like combat tactics and using the terrain to their advantage.
Have the characters handle issues that are only of minor concern in the grand scheme of things, such as helping a small village solve a murder, or issues that are large concerns but only to small group of people, such as killing the leader of an orc horde before he can rally his troops to invade the village.
Keep in mind the sort of non-player characters that the party should be meeting with. A couple of backwater bumpkins who managed to get their hands on a few swords and spell books would have no cause to receive quests from kings or barons. Introduce characters to the party who will become important contacts later or who can help them with issues they can't handle on their own, such as a friendly wizard who can identify items or a brigand who has contacts in the local thieves guild.
Consider placing the early stages of the campaign in an entirely urban setting, where the characters have to survive social encounters by using their wits or rogue characters can earn experience picking locks and disarming traps. Urban encounters allow the party to work their way towards higher levels without having to worry about getting slaughtered by monsters in a dungeon because of a few unlucky rolls.