I’m usually against making player characters part of some big organization that orders them around. I prefer to let the players decide what they want to pursue.
Unrelatedly, polite characters in urban adventures will often want to bring in the proper authorities, because they trust society and respect laws. This is inconvenient for a GM, because letting NPCs be good at their jobs and handle things leaves the players with nothing to do. Player characters should be active, driving the plot and solving their own problems.
Here’s a solution to both problems. Let the player characters be the police. Sure there are some NPCs with basic equipment walking the beat, but PCs are the detectives and the SWAT team. Their special powers make them the best equipped to deal with emergencies. Players can respect the rule of law without their characters becoming passive because their characters are the ones enforcing the laws. As elite members of the police, player characters have power to make decisions, so they are not pawns in some big organization. They are knights, maybe even rooks. Staying mostly in the same town can help the players get to know and care about NPCs, which I like. Questions like, “What laws should a society have?” and “How does a good cop behave?” are also good questions to wrestle with.
Here’s a hook for beginning the adventure, which, like an actual hook, comes back around later. The PCs are residents of this town, which was guarded by an old wizard. The wizard tells the town that he has forseen that his frail body is about to give out, and that fine upstanding youths must step forward to keep the town safe. The PCs accept the job, and soon enough the old wizard is no more. Now it’s all up to our heroes!
But the wizard didn’t die. He arranged to be re-incarnated by a druid, so he’s got centuries of experience and magical power in a young adult body with a new face. He’ll travel the world and have his fun, then check back on his old town at an inconvenient moment.