Dungeon Crawl Stone Soup has an interesting approach to this in that (for many character builds) the start of the game is equally dangerous as any other part. It also has boss fights scattered throughout so you can never just drift through; you are always worried that around the next corner there will be a regal teleporting giant frog, or a feline wizard with nine lives, or a brother-and-sister duo where the death of one sibling provokes a grief-induced rampage in the other.