The other option is go the extreme. Show the extremely exagerarated outcomes of not following a particular policy. For example if everyone ignored the code of conduct or went around bullying and harrassing, what would be the outcome? (Chaos friends, sheer chaos!) Then dive back into the policy via what things could have been done to avoid the outcome.
A couple of years ago I put together an example around the Payment Card Industriy Digital Security Standard (PCIDSS). The module opened with the destruction of our financial institution by not following the standards, fire, police, investigations, angry customers, fines etc etc. It then asked the question what we could have done to avoid the catastrophe. The learner then pulls information surronding the standards to develop a plan for ensuring compliance.
Hope that sparks some ideas 