1. Have Them All In The Same SituationIt might sound great to try to entangle a bunch of vastly different character backgrounds and have them all coincidentally meet up at a specific place and time, but it often feels contrived and sometimes doesn't work out. It's better if the scenario starts with them all in the same place, at the same time, doing the same thing. The PCs can be on the same train, running from the same death machine, all imprisoned in the same cell, etc.
2. Start Them Out Doing Something, Or About To Do SomethingStart the PCS off in the middle of the action. Sitting on the same train isn't in media res unless the PCs are about to do something, like take the train over. It could be in the middle of a fight, running down the street, about to choose which wire to cut to defuse the bomb, just after a major faux pas in front of the Prince. The situation doesn't need to be dangerous, but it should be dynamic.
3. Don't Sweat the Details
Some players are going to want a detailed accounting of how their character got there and why. You don't want to describe how characters started out at the tavern, then the King's Guard burst in, and the characters fled and had to jump into the river to get away. A long lead-in deflates the tension. Start with them about to make the decision to jump into the river. How and why they got there can be established later. However, the various elements do need to be made clear. The players should at least know that getting caught by the King's Guard would mean imprisonment or death, or the dude with the long dark hair is working for their arch nemesis. It's a balancing act between the players having enough information and not too much.
4. Be FlexibleIn an in media res scenario, the players shouldn't have to pixelbitch to find the only secret door standing between them and an orc horde. A lot of good in media res scenarios revolve around having to make a choice, and there should be not only more than one path - those paths should be simple and obvious. This goes for choices the players have made regarding their characters. If the campaign is opening in media res, it's a good opportunity for the players to stretch their character's muscles and figure out if the character suits them. Allow for the player to make modifications to their character based on the session experience. This can be easier with some systems than others. The first session of my Tribe 8 game is going to be both the campaign intro and character creation rolled up into one, but Fate Core implicitly supports "fill in the blank" character creation during play.
5. Give The PCs a Chance
Starting in media res relies on a level of trust between the players and GM. The players need to know they won't be left hanging, and the situation can be resolved with information they already have. In many ways, in media res situations are a prime opportunity for player input regarding the scene and how to resolve it. Some players may not be as comfortable with this, or may not know what action to take without more exposition/situational awareness. Take this into consideration when crafting the scenario.
6. A Helping Hand Is Sometimes NeededThis applies more to when the player characters are trapped behind enemy lines, escaped from a chain gang, shipwrecked, etc. Having a GMPC of some sort who can provide assistance - whether it be information, supplies, shelter, etc - may help out if the players need a little push in the right direction. This GMPC should be a transition to engaging the scenario in more depth and should never overshadow the PCs. Instead of the GMPC jumping in to fight off a pack of wolves, the PCs should encounter the character after they've done it themselves.
7. Play Some Catch Up
After the opening scene is resolved, the players are going to want to take stock of what happened, why it happened and decide what to do next. This can be in the form of describing or talking about what led up to the previous scene, or it could be flashback scenes that are roleplayed through. This depends on the game and the goal of the scenario. Sometimes flashback scenes can take up the entire remainder of the scenario, ending where the players started. Otherwise, maybe after a scene of catching up the scenario just continues to move forward normally.