I am a very story oriented GM, you may have picked up on that by now if you have followed this blog for any amount of time.
To me, role-playing games are serious business in the sense that the emphasis is on the players part is is in the role-playing.
My job as the DM is to set the stage.Provide the backdrops and the "atmosphere" of the adventure they are about to undertake.
I expect them to get into full "dress" (theatre talk for getting into character, wearing the costumes, etc...) adn become a part of the story.
Now obviously they aren't wearing theatrical costumes or anything. But it's the mental approach I am talking about. Suspend reality from your mind for the time being and get your head in the game.
To help them do this, I ask them to create a back story, a biography if you will, for each character they roll up. Whether the character will be an active PC or an NPC henchman doesn't matter. The henchman often become active PC's in a game and how they end up going from a henchman to an active PC, the events that created that situation, adds to their back story. It gives the character some depth and makes it easier for the players to "buy in" to the story.
The interesting thing I have noted is that we can run entire sessions where no active gaming is going on, but the players are having a grand old time creating characters and giving them each a backstory.
This has allowed us to have game sessions once a week where regardless if I have an adventure ready to go or not, there is still plenty of game related stuff to do and they have just as much fun creating and outfitting characters, deciding if the character will start out as an active PC or as an NPC henchman, etc...
The players become more attached to the characters. They tend to not just treat them recklessly.
"So you're a Magic User huh? Ok, hand over the wand and let me see your ID buddy, I'm going to have to run a check on your wizard license."