Do you check in on new employees? Do you ask them how they're doing, what they might need, how you can help them, how things are going in general? Not once, not just on their first day, but multiple times, throughout their first weeks?
A semi-new colleague told me today that he'd never experienced that until this job, and that it made him willing to come to me about things he wouldn't have raised otherwise, and that it made him believe that we actually cared and weren't just giving lip service to it. Because I am a huge geek about such things, this made my day.
Really, go down the hall to that new guy's office right now and ask him how things are going.