Over at Greyhawk Grognard Joseph Block asks Is the End Game it's Own Game? it's a good question and it and the general attitude towards "The End Game" is how we often play the game at the beginning of a campaign and ignore the ongoing end game the PCs may be striving to enter (or avoid). If the daring-do, desperate sword fights and masterful break-ins all occur in a setting where lords are battling it out with each other and the players are involved (even if just occasionally) at low levels "The End Game" really wouldn't seem as separate and alien endeavor as it seems to be in many a campaign.
If what draws the characters to a remote virtually lawless frontier are the endeavors of one who has just become a lord themselves it defines a goal and sets-up a logical point for 1st level characters to get in on the action from day one. Surely a newly established lord is in need of specialists and brave souls to battle monsters and clear the lands he would claim as his domain.
it profits him to encourage such bravoes to face forces that would cost him resources at virtually no cost at all leaving him free to deal with bigger fish. When the domain is pacified and the PCs are bigger fish the local lord might seek deeper involvement with them, seek their ruin or be happy to see them on their way to the next frontier.
The march of armies, the fall of castles, assassinations, scouting missions, sanctioned piracy, religious crusade are all ways the end game can be brought into low level heroic play. The DM need not await for a culture shock to be thrust upon players at level 9 or so but can profit from making The End Game the game players have been part of the entire life of the campaign.
There could and should be aspirations and positions of power the politically minded can reach before name level and fortunes that will be coveted (and maybe buy the favor) of those in power.
There is much room in low level play for PCs to seek Knighthoods, curry favor with thieves guilds, come to business arrangements with merchant princes, become engaged with the machinations of wizards, to gain influence with or dodge the wrath or religious sects. Empire builders can start at the bottom and worktheir way up before the name level switch is flipped and the wandering hero can learn what to avoid.
The End Game need not be place at the end. It was always written into the game and waiting for the players in the wilderness encounter charts in forlorn castles that held belligerent lords, high priests serving unknown gods and wizards wishing they had time to complete their research.
The End Game, needn't be the end of the campaign as it has been and players can be engaged from day one within the limits of their abilities and aspirations.