I've toyed with making the preludes public so that everyone is up to speed. My reservation is that this robs the prelude of some of its impact. I also have started everyone as already knowing each other and fleshing out relationships more completely during play, which works fine as far as getting the game started. But this definitely removes the impact of an individual introduction to the malevolently supernatural.
That said, the Hunter: the Vigil game I plan to start will be a sort of joint prelude in that the first adventure will have the PCs clueless about the supernatural, encounter very real and threatening evidence of it, and take up the Vigil by the end (well, they'd better anyway, otherwise it'll be a very short campaign!). But that doesn't work as well for a Vampire or Changeling game, so any advice is very much welcome!