For the first lecture, I had the students grab a unit tray as they arrived -- each tray was placed upside-down in the drawer. The insects themselves weren't anything special (though that could be a fun twist), but they served as a group-forming tool to get students interacting.
At the very beginning of class, students had to walk around and find the three other people with the same insect, and then they each spent a minute or two introducing themselves to the group. It is a more personal setting than immediately going around the room for roll call and introductions. Sometimes class-wide student introductions can be a little nerve-racking on the first day, so I thought it would be nicer to start in small groups before taking attendance.