I must confess I made a big mistake the last time I DM'd for my Pathfinder group. Currently, I'm running the Feast of Ravenmoor, which will probably be remembered as one of the classic Pathfinder Modules. The module takes its cues from Steven King's Children of Corn, and the Wicker Man. The PC's are sent to a small town in the middle of nowhere to investigate the disappearance of a flakey tax collector. The sister-in-law who sent them tipped her hand that he was a bit of a flake and maybe ran off with the tax money.
The module begins with an encounter with a stirge on the edge of the village of Ravenmoor. The PC's hear a small boy calling out for his pet, and then a stirge emerges from the bushes and attaches to (but doesn't bite one of the PCs). Of course, the stirge had 4 or 5 hitpoints and went down on the first action of Folly the ninja. Then the boy came around the bend and started bawling his eyes out at the sight of his dead pet, and ran off with the dead stirge's body The boy's father confronted them about their actions, and was fairly hostile. When the PC's asked about the tax collector, he got angrier and told them that the village had paid the taxes and that the tax collector had been rude and left early in the morning on the road *away* from the tax collecting city.
The PC's immediately proceeded to the Mayor's house, where they met the mayor's older brother, who told the PC's they should just leave town since they didn't belong. He was very hostile, but the PC's assumed it was because they got right out of the gate by killing one of the villager's pets. Then the mayor showed up and told them that he had paid the taxes, and that the tax collector had raided his liquor cabinet and fled in the wrong direction (again away from the tax collecting city). He volunteered to scrounge up the owed taxes (500gp) but fussed a bit about how difficult it would be for the village to get by that winter.
Here is where I really underplayed it. He didn't actually complain to them about the taxes, he just said something about how it would probably take a few days to scrounge up the cash, and mentioned that he had already done it when the missing tax collector had been in town. The PC's felt (1) terrible that they had killed a pet, and (2) sympathetic to the plight of this poor town. They volunteered to search for the missing tax collector in the city in the opposite direction and were preparing to leave immediately. Here's where I started making mistakes. Now this Module is designed as an investigation, but my PCs immediately bought the false story about the tax collector. I was trying to keep them from leaving the village (which is the home of an evil cult to Ghulander), but instead of using my NPCs (probably the Mayor) to convince them to stay, I told one of the PC's that he was getting a feeling from his God that something wasn't right in this town.
None of the PC's had even suspected the mayor enough to actually roll sense motive. They mentioned it, like maybe we could roll sense motive, but they decided to trust him. In retrospect, I wish I had let them form their plan to leave town immediately, and then convinced them with the Mayor to stay in town overnight for the 'Founder's Festival.' This would have made it very startling when they were attacked in the middle of the night by a band of cultists, and probably the module would have been more creepy for the successful facade. Oh well. I guess I was surprised by how well I portrayed the Mayor. My NPC skills didn't use to be that high and so I hadn't planned for the PC's to be trusting as they made their way through this module.