Gnome Stew has a post by screenwriter and DM Patrick Regan about starting an adventure. He begins with an example of starting with the action, in media res, a delightful latin phrase I first encountered in Forester's Hornblower book, Flying Colours .
No build up, don't even worry hown the characters got there, just go. That's even more radical than Nine Virtues of Magnus the Pious, which at least gave the characters a mission before the action started.
This technique would play very well in an episodic campaign where continuity is not strictly enforced.