EB! (Have we missed you in London? - do drop an email if you still have it and you are around in early August? We're here till 15th)
As you know ... dd joined her school last September, one of only 2 new girls in her year of c.60 children. I think it was handled extremely well, and very appropriately for her.
On the first day, I took her in, and was quite astonished by all the other mothers surging up to me with their hands out ready to shake - a welcome like nothing I've seen anywhere else, even in the business world. So it started well.
Then, according to dd, at the start of class there was a round-robin, with everyone saying something to introduce themselves specially for her (something about what they liked) - and she stood up and said "My name's X and I like - REALLYFASTROLLERCOASTERS " Which was a nice ice-breaker.
Then, at break (still on first day here!) dd said "I was walking around the playground by myself, and a girl came up and said 'Would you like someone to play with?'" At the time I thought this was luck (and lovely good manners) but with hindsight I am quite sure this particular sensible, thoughtful girl had been primed to watch out for dd & make sure she wasn't lonely. (The two of them are now the fastest of friends.)
In the first few days, the first party invitation came out - and it was a whole-class invitation, with a special phone call to me to say they hoped dd would come. It might have been a whole-class party anyway, but I should think some thought may well have been put into the effect (at that point) of not having a whole-class party ...
The simple point of all this is that the welcome was INSTANT - all of it within the very first days, so that there was no possibility of even a moment's feeling lost or left out: it was hitting the ground running. I think that was the crux of the success.
(Term has just ended, and dd had a bit of a cry on the last day, because she loves it there SO MUCH.)