I don't know how many times I hear it from my various Improv teachers and it's this: "Start in the middle."

The audience is smart. Very smart. As improvisors we accept and embrace this concept. We need them to be smarter than us. So if you start a scene with the introduction of two characters, the audience is already bored. For example:

It rings as the start to a British comedy for me, but to most people it's really boring at this point. Or at least, it's only luke warm in terms of excitement. As opposed to the lights coming up and the first words shouted on stage are:

The latter example is much more interesting isn't it? The audience is atwitter with questions and hooks that have them stuck to this story. Who? What? Why? Etc... Both are examples I personally was part of.

So this is a concept well known in the world of Improv, start in the middle. But it's something TV doesn't do enough. They think that audiences need to be spoon fed stories, they think we need to see the brickwall being constructed from the ground up when in fact we're discovering that the most addicting new shows do just the opposite. Lost, Heroes, Battlestar Galactica, etc. Forget the setup, throw the viewer in and let them figure it out.