Here is a combinatorial proof that does not require any knowledge of groups. Let ${n \brack k}=(-1)^{n-k}s(n,k)$. The Stirling number ${n \brack k}$ may be interpreted as the number of ways to seat $n$ people at $k$ identical round tables where two arrangements are considered the same if each person has the same left neighbor in both arrangements. The coefficient of $x^k$ in the product $x(x+1)\cdots (x+n-1)$ is a sum of products. Each of these products counts the number of seatings of $n$ people at $k$ tables under certain constraints.
An example will serve to illustrate the general case. Suppose $n=8$ and $k=3$. Consider the number of seatings of 8 `people', say $0,1,\ldots,7$, at 3 tables such that the minimum numbers at each of the tables are $0,3$ and $6$ respectively. First seat $0,3,6$ at different tables. Now succesively seat the other numbers $1,2,4,5,7$.
$1$ can only be seated at the table with $0$: 1 way.
$2$ can only be seated at the table with $0$: 2 ways.
$4$ can be seated at the table with $0$ in 3 ways or the table with $3$ in one way: 4 ways.
$5$ can be seated at the table with $0$ or at the table with $3$: 5 ways.
$7$ can be seated at any of the three tables: 7 ways.
Note that, at each stage, the number of ways to seat the number $i$ is exactly $i$ for each $i\in \{1,2,4,5,7\}$. Thus the total number of seatings corresponding to the minimum values $\{0,3,6\}$ is precisely the product of elements in $\{1,2, 4, 5, 7\}$. This idea can be generalized to show that, given $n,k$ and a subset $S\subseteq \{0,1,\ldots,n-1\}$ of size $k$, the number of seatings of $\{0,\ldots,n-1\}$ in which the minimum elements at the tables are given by the subset $S$ is the product of those $n-k$ elements in $\{0,1,\ldots,n-1\}$ that are not in $S$. Summing up all such products as $S$ varies over $k$-element subsets, we find that the Stirling number ${n \brack k}$ is the coefficient of $x^k$ in the product $$x(x+1)\cdots (x+n-1).$$