We've all read those studies that show that students make up their minds about professors in the first 90 seconds and don't really change those opinions for the next 16 weeks. That's not something we can do anything about, really--they'll think what they're going to think. What the first week of class boils down to is not just introducing the syllabus and material but figuring out how we're going to relate to the students.
So we try to make contact with them, even if it's a larger class. In addition to trying to learn their names (which I can never do the first week, of course), I try to get off the stage (the dreaded "sage on the stage") and talk to everybody a little bit. Handing out syllabi individually, instead of passing them down the row. Making a seating chart and thus making individual eye contact with them. From the number that come up after class just to exchange a few words, they want to make contact, too.
This isn't much, compared to what we'll be doing later, but it's a start.