Open the gate right away, even before you build something. While they won't like it much, a guest isn't likely to just walk right out again. 
 No entrance fee!  
Build some ride with music (carousel works great) - it really seems as if they hear the music and it attracts them to the park.  
Best tip of all: build a great park! :)  
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Po!nt of View: A different look at Roller Coasters. 
http://www.crosswinds.net/~justmayntz/thrills/index.html