Still, there's nothing like making the Opening Day roster and making your first appearance.
They'll get to experience it all over again when the Brewers host the Chicago Cubs on Friday at Miller Park.
"It was exciting to see all the people here and the ceremony," said Stetter, who grew about seven hours south of Milwaukee, in Huntingburg, Ind. "To be in Milwaukee and in front of a sold-out crowd at Miller Park after making the playoffs last year, that's going to be pretty exciting for everybody."
Stetter, who has ended the season with the Brewers in each of the past two years, took time during Tuesday's pregame ceremonies to soak it all in.
"To have an American Idol winner [Taylor Hicks] sing the national anthem, and having Chesley Sullenberger [the pilot who safely landed a plane in the Hudson River] throw out the first pitch, it was special," Stetter said. "I reflected back to what I've done so far to make it here."
Nelson, raised in the small town of Algona, Iowa, also had the chance to think about the process that brought him to the Major Leagues.
"I understand how few the numbers are, and to be here is an amazing feat," Nelson said. "Just to start the season in the Major Leagues trumps it all."
Nelson even made a pinch-hit appearance (he grounded out) during the opener. After eight years and 3,204 at-bats in the Minors, he made the show.
"The whole process, the rough days, has made me enjoy the game and coming to the park every day," he said. "You learn to appreciate it all."
Though Algona won't shut down its schools and businesses for the day, Nelson will have plenty of family and friends on hand on Friday.
"It's a small town, and I had a lot of support," Nelson said. "Everybody who has been with me through the process, family, friends, will be there. It's the kind of town where you know everybody. It's going to be fun."
Stetter's hometown is roughly halfway between St. Louis and Cincinnati. He's liable to have more family and friends there than he did on Thursday, but he'll have his share.
One of his biggest fans, however, is also a diehard Cubs fan, and Stetter acknowledges that can strain their relationship. His fiancée, Ali, grew up in Chicago, and she makes sure Stetter knows that there are times when the Cubs come first.
"That's the only tough part of the relationship," he said. "It goes back and forth and is mostly light-hearted, but sometimes she can take it to a different level and gets under my skin a little bit. She's got to learn to at least fake it."
Rick Eymer is a contributor to MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.