You should make the buildup to the highest attainable power level not be tedious or time consuming, which means the highest attainable power shouldn't be too far off being naked in the woods. Make the fun in the gameplay about doing things, taking action; not about building up the character. That could be limited to as what kind of combination weaponry/armor you decide you're going to use for that character's life.
A specific problem I have in level design for Suspicious Minds is related to this. I want to stay away from tutorials so the first few levels should teach the total newbie the basics of the game, but still not be a pointless chore for experts.
This is similar, the buildup needs to not be a pointless chore so people will want to come back and play again after losing the game.