By including the Inspector from the very start his presence is a lasting one and even if he is only visible at the start of the play, then disappeared, his presence would still linger in the atmosphere of the play. I would like to now put forward some of my ideas on how to open your play. It may be possible to not have an Inspector in the play at all, he could be an object, a silhouette or just a voice. The audience will be watching the play intently trying to pick out were the sound is coming from and by using a good surround sound set up they could never pinpoint the sound, thus creating a omnipresent effect.
Also, as the play progresses and the Birlings’ conscience is invaded more, the set could gradually become dimmer as the darker secrets are revealed until finally the Birling house is pitch black, with the characters bathed in an eerie red light, with the outside world a bright, happy place. If you did include an Inspector figure, have you thought of how to portray it? It could possibly be a woman and maybe for greater effect, a black or Asian woman. By having the latter combination, an extremely unlikely one at the time it could overcome many issues such as racism and sexism, which were widespread then.
People of an ethnic background living in England were likely to be slaves, the epitome of working class and women generally had no say in important matters, so by having them in a state of authority it would make an ethical impact. Another dramatic way you may wish to stage the play would be to have the street outside a scene of gloom, possibly raining and with a few people huddled together under a lamppost or other object. This would show the collective spirit that the lower classes possessed. Then as the play ends and all the secrets have been told, the house could become derelict and torn apart, just as the Birlings lives now are.
The street could then change to a happy place, with people talking and laughing and the Inspector leaving of the right of the stage smiling. The child with the orange could then be called by someone, possibly a parent and informed that his sister is coming around. Thoughts of Eva Smith will be flying around the audience as the curtains close. These are just a few of the ideas you could use but I will leave it to your own creativity. I hope my ideas have been of some inspiration and look forward to seeing your version! Yours Sincerely J. B Priestley.