My friends and I had a whole weekend to blow (our wives - significant others - were out of town on a "girl's weekend"), so we started out with Shadows of Brimstone (I have both core sets) utilizing the Hexcrawl variant. The four of us brought our current favorite characters (with levels between 3 and 4) into the mines utilizing the Exploration adventure.
When we run Exploration we tweak it slightly; +1 level for difficulty, do not reduce number of viable doors by one for Exploration markers with clues, and we do use the gates as gates (not simply doors). In addition, we only increase Posse depth for absolute depth - meaning the DC of the HBTD roll is defined by the current depth of the Lantern holder from the entrance of the mine - not the number of map tiles revealed. This allows us the opportunity to adventure longer in the mines.
After completing the exploration, we "Hexcrawl" to the town of our choice. The next bit is the "Weekend Killer".
At this point we move to another table, and set up Arkham Horror (base game only, though I own all of the expansions). We then translate our characters as best as possible to Arkham characters. It is fairly easy to find parallel characters amongst the vast selection of Arkham characters (which comes with owning all of the expansions). Surprisingly the equipment translates pretty good too, though the "futuristic" weapons in the artifact decks can be somewhat difficult to implement in Arkham. If we failed the Mine mission we add an appropriate Herald, if we succeeded we add an appropriate Guardian.
Depending on how our jaunt in Arkham goes we select a SoB mission that is thematically relevant, Hexcrawl back to the appropriate mine, then adventure into that mine.
Wash, rinse, and repeat...
And, finally, we all go home Sunday, back to our wonderful wives (significant others) who are strangely supportive of our endeavors - well, perhaps not strangely, we all are quite blessed to have supportive spouses.
All a little twitchier for all the Mythos we have encountered...