Further Afield is hands down the best "how to set up a campaign" sourcebook I have seen.

Building off the life-path character generation system in Beyond the Wall Further Afield ensures that every character is tied into the campaign world and that every player is invested in its development.

This supplement also includes four major campaign nemeses that can be used to provide background and overarching plot hooks if desired.

Combining this with Beyond the Wall it should be possible to roll up characters, create a campaign world, and just maybe even play the first adventure in a single long play session.