I've lifted a fantastic idea from 7th Sea for my game. Write a series of 20 questions that the players need to answer about their character before they even see the book. That way they have a very clear idea about what their character is all about, and they don't just start picking random powers "because that looks cool".
It also gives you great ammunition to write in nods to minor details that they've included, and allows you to nip anything in the bud you feel might not fit into your campaign before they've got it down in black and white on their character sheet. A player manifesto, pointing out what style of game you want to run, and giving out some basic information about your setting, is also very useful.
And most importantly of all, HAVE FUN! It's your game as much as it is your players', so relax, enjoy yourself, and your players will enjoy themselves too.