1- Hoplite For Hire: Perhaps the easiest and most unsatisfactory method is to have the PCs assemble as mercenaries, hired by the Delphic priesthood or the Amphictyonic League to fight a guerrilla war and act as agents of the oracle.
2- The Prophesy: What if each PC has been sent by their city-state to Delphi to ask the oracle a question (a very common occurrence). Like many in Greek times they travel on the road together, musing over the oracle's possible answers. The oracle's prophesy for each character ties them together in a sacred venture - their futures are bound together. The goal of this venture forms the goal of the campaign.
3- Wreaths of Olive Leaf: The PCs might meet at the Pythian Games (held at Delphi) or the Olympic Games (held at Olympia in Elis). Any Greek male can compete if they wish, and those who do not can just be conducting other business. The Games are great meeting places for Greeks. Macedonian treachery behind the scenes and an appeal for all the witnesses (the PCs!) to exact vengeance should see the player characters embroiled.
4- Many Streams Make a River: The DM might want to have each PC begin the campaign alone. An introductory scenario could set up antipathy against the Macedonians. When each PC makes inquiries about seeking revenge, the trail leads to a common point - the player characters meet up and have hatred in common.
5- The Seven Spears: The Seven Samurai, Greek-style (or any number actually!). One of the PCs needs to be a Pythian sent out from Delphi to fulfil an oracle and find six (or whatever number fits your gaming group) heroes in the making. The first scenario will detail their eventful meetings, and will be a series of montages in which our Pythian stumbles upon each hero and asks him to join him. Forewarned about the nature of the 'pre-ordained' scenario, each player can create, narrate and resolve his own scene with all the energy and style he can muster. Other players might be able to play the parts of various NPCs in this scene.
As a nifty extra the Pythian might be carrying X number of golden medallions, minted at Delphi, these are handed to a candidate (maybe surreptitiously). The recipient is honoured by Apollo and bound to serve him until the task appointed is completed. Maybe the medallion can be openly passed on to another hero who is willing to take the PC's place.
6- The Last Men Standing: The player characters who might well have a place on the battlefield (hoplites, Spartans, peltasts, and Pythians) are the survivors of a battle against a Macedonian force that has moved south to take a town in Phocis. The allied contingent has been routed or killed and the Macedonians have forced their way into the city. The player characters meet up in the mountains with scavenged weapons and supplies, surrounded by hostile Macedonian peltasts (probably Thracian tribesmen) scouring the hills for survivors. The player character survivors need help and will find friends quickly (other player characters who could be refugees from the occupied city). Now what? Try to liberate the city single-handed? Or make a dash for help from the Phocians, Delphians or Greeks further a-field? What's the plan?
Scenario Design
Nearly all of the traditional D&D-style adventure ideas should work to a greater or lesser extent. Of course the fight for Delphi provides an underlying theme, one of protection from evil, with the Macedonians as the evil dominators. Alexander is the evil and twisted heir apparent, a monstrous demon with megalomaniacal designs, Philip is the ferocious warlord married to (perhaps controlled by) his sorceress wife Olympia. Macedonians can be the bad guys, as can their barbarian allies, the Thracians. But still there are dungeons (better called 'labyrinths' in this Greek setting); perhaps old structures left over from the archaic period and of course all those magical labyrinths and hidden places that could have been created in the era of Greek myths. Cave systems where a god was born, the hidden repository of one of Hephaestus' fabulous creations (Talos, anybody?). Think laterally, not just of stone-built corridors and rooms, but of valleys, caves, forest groves, mountain peaks, magical pools hidden deep in the mountains, ancient ruins of some long-dead hero's citadel, or subterranean passages underneath cities - the haunt of secret societies or witches. Greek 'dungeons' are as likely to be situated in and formed out of the wilderness, as they are to be stone constructions.