One of my best scenarios ever was the very first meeting of my FASA campaign. I had everyone create characters just graduated from SFA, ran them thru a module that included just about everything (starship combat, personal combat, planetary trekking about, diplomacy, a strange plague, etc)... then at the end told them it was all a holodeck simulation. They got to modify their PCs afterwards, or scrap them and start over if they didn't like playing that particular PC. The one who I thought did the best job got promoted to LT (JG).
Everybody got to keep the experience for the adventure, even the people who decided to start a new PC.
It also gave us a chance to practice combat and skill rolls and such before the "real" game started, and gave the players a chance to test-drive their PC concepts.
“I am a soldier. I fight where I am told, and I win where I fight.”
General George S. Patton, Jr.