And then there are stupid ways. Stupid ways might include launching straight into a long, pseudo-historical AU with a huge ensemble cast, consisting of loads and loads of viewpoint characters who all demand character arcs all of their very own, and which nobody will ever want to read anyway, because the ensemble cast means that no-one will go "Woot! A story about my favourite character!" and the gen nature of the story means that no-one will go "Woot! A story about my favourite pairing!"... and the story may very well end up unfinished, anyway, because did I mention the HUGE ENSEMBLE CAST?
I leave you to draw your own conclusions about whether I am currently residing in the "sensible" or the "stupid" camp.