I finally got the chance to start up my Scion game where the PCs start off as amnesiacs and the character sheets are built during the first session (as discussed here (http://www.therpgsite.com/forums/showthread.php?t=7330&highlight=amnesiac)). It went pretty well.
The adventure I ran (not including the parts where they went off the reservation) is here (http://www.colugo.org/jmcmurra/Scion/Campaign/1%20-%20The%20Escape/index.html). It involves waking up in a cell, escaping, and finding your way to civilization. It's meant as an introduction to Scion's modern mythology setting, so involves a few chances to interact with the occult, but no overtly supernatural things.
One really nice part about it is that the game flowed incredibly smoothly and the session went a lot faster than I'm used to. No dice, no tables, and no rules debates was really sweet. I had four scenes prepped, which usually would have taken most of the night, but we finished after a handful of hours.
The look on the players' faces when I responded to "I try to ___," with "do you succeed?" was pretty nice. I was pleasantly surprised when the response wasn't always "with flying colors." The players had a general idea of whether they wanted to be great, mediocre, or horrible at something and rolled with it.
Also, the characters ended up being pretty well rounded. Instead of hyperspecializing and fulfilling "party roles" like we frequently do, they ended up with much more organic builds.
All-in-all it was pretty cool. I'd happily do it again.