I like forcing them to work together. Like...

"You all met in an inn... ... ... And now you're all targeted by assassins. Better stick together and work for survival, eh?"

That's a little less thought-out and a little bit more forcing than I usually do, but the bottom line is; find a circumstance of fate that ties the characters together. This goes especially well when the characters have a choice and choose to work together using this choice which actually isn't a choice at all because all the players are conspiring to get the characters cooperating. It is really easy to form a party from circumstances tying characters together when all the players desire it to happen. And after the circumstances which tied them together are dealt with, the only excuse left needed is "They're friends now!" or "They've become used to working together!". ... And if that doesn't work, you just magic up some new circumstances. Lesse, just because I feel like it. that example I had above, if I feel like developing it...

"This guy was in the inn, having traveled across the land to seek a new land to seek fortune in. He's targeted because of rumors that he's rich."
"This girl is an experienced thief who's famous on the street. She's targeted because her ability to sneak into bases is seen as a threat."
"This mercenary worked under the wrong boss and cost the bad guy a lot of money. He's targeted due to that."
"This noble girl needs to die in order for the bad guy's plan of inheriting a fortune to work." (Oh, I bloody love mixing in character's personal families and such into the story~!)
"They all met in an inn, and a stupid assassin was like 'Hey, I can kill all four of them in a single stroke!'. ... Obviously, he fails."
"Random note of an order taken from the assassin's mangled corpse shows the four of them are targeted, along with a list of clues for them to track."
"The four of them" complete with (and impossible without) their player's cooperation "agrees with one another to work together to safely navigate through the threat of imminent death in order to survive." 

For example. I pretend that the four of them are characters created by their players, even if I whipped them up on the spot here.

Now that would be an amusing roleplay if it worked out. Hahaha.