We finished the first-ever game of Mask of the Emperor tonight. Great ending: one of the PCs decided to adopt the baby they kidnapped - she's the future Empress, and they need to hide her for a few years.
Anyway, I segued right into character creation for The Hellenes, which I had already explained to them (and said again tonight) didn't have to mean a change in the setting. At that point, Katie, one of my players turned to me and said "I think I'm done with this character. I don't know what else to do with her."
This is one of the greatest things I'd ever heard - a situation in which a player had finished with a character, rather than having the game cut short, or the character never get really realized. We took the story all the way to the end, and that's only happened in two games I've ever run, and only in one game I've ever played in.
So - the conversation moved pretty quickly into talking about character ideas, expectations about setting (Mask is too "low-magic" for her), and so on. My other player, Victor, managed to work the battle of Thermopylae into his character concept: the slave of a Spartan warrior, who was at the battle, and... okay, that's actually it. But being at the battle is pretty cool. Also cool was a Hellenistic version of Mulan: a (non-Spartan) woman who passes as a man through cross-dressing and whatnot so she can be a warrior.
Katie's idea was looser: an Athena/Apollo-inspired artsy-warrior type. Character creation is tomorrow; we'll see where things go!