1) Plenty of opportunity for players/characters to practice self-determination. If you want to pop a cap in that punk Zaygyg's head, go for it, if you got the Chutzpah. There is no "don't let the PCs kill this NPC" s*** in my games. You better be careful who you pick a fight with, though.....
2) Fear of death, with hopes of equitable reward.
3) While I'm not interested in pre-play world building to the degree that many are (despite the Blackhawk thing...), it's important for me that the players feel like they've halo jumped right into a world which is in full motion. I want them to feel like there is stuff going on around them, with or without them, and it is up to them to insert themselves into the action. As such, each action the characters take should reveal a little more about the world, opening a new thread to unravel, most of which I make up on the spot, in response to the PC's hopes and fears.