Use a very strong central theme and mood. Think of your campaign as if it was a TV series held together by these things, as well returning props, characters, places etc.
Use a strong, universal antagonist, possibly an organization that has agents from all the various supernatural factions as well. Even better if your party are members / helpers of the same organization, and there's an internal power struggle between the few "good guys" and the powerful "bad guys". Wait, I mean between the "lighter gray guys" and the "darker gray guys". :)
An example: Two of your characters, Mully and Sculder are Mages of the Pentacle working within the FBI. They have a group of outsider "friendlies" to rely on: The Gone Loonmen, made up of a Vampire, a Werewolf and a Changeling (who are, by some weird twist of fate, are blood relatives of one another. Half-siblings or something.) Together, they're up against a powerful conspiracy within and above the FBI that tries to use the organization to further its own needs: a conspiracy of powerful Vampires, Seers of the Throne, etc.
Keep the focus on the human side of the characters. If possible, start and run the campaign for a while (a few stories) for the mortal PCs only, previous to their turning supernatural. Even after their turning, give more screen time to humanity, human motifs etc. Keep the power level low as long as you can. Have your players grow to love the human side of your characters, have them be happy they're playing a well developed, dramatically important Mully and Sculder with their gripping, deep human background and the issues they have to deal with because of it (lost sister, family trouble etc.)
Allow / introduce the transformation into supernatural creatures only gradually, when the templates to be applied will be mere additions to the strongly developed and strongly bonded human characters only, not what define them primarily. ("Sculder is a guy who's become best friends with Mully and great mates with the Loonmen by sticking together through X, Y and Z adventures. Sculder does everything to find his still lost sister whom he believes now to have been taken by the Fae (not the Atlantean Demon, that was a red herring.) Sculder loves to pour half his coffee off his balcony in the morning on foggy days, and is afraid the Smoking Cigarette Woman might in fact be his own true mother", etc etc. Not "Sculder is a Silver Ladder Mastigos with •••• Gnosis, this and that merit who can raise the dead in a minute with this and this spell." I guess you get my drift. :))
This gradual introduction technique, which you may consider and call an extended prelude, seems strongly supported and recommended by the authors of the nWoD, especially for those troupes (of, optimally, 3-5 players) who prefer a more personal, gothic/psychological horror Storytelling--in the vein of movies and series like Twin Peaks, the X-Files, Interview with the Vampire etc--instead of action, slasher or splatter horror. See Character Creation, nWoD p34. and Preliminary Story, nWoD p196. Of course, your mileage may strongly vary when deciding which subgenre of horror you like to play.
Make true supernatural enemies and NPCs scarce, use them rarely for direct interaction and confrontation. Have them rely on mortal or semi-mortal (ghoul etc) pawns, possibly aided by magic and other similar powers. Have them use spirits and ghosts - creatures more PC "factions" are familiar with.
Well, this is it for now... I may expand on it all later, but I need to get a coffee now. Not to pour it off our balcony, mind you, but to properly start my brain. :)