There are two interesting threads about campaign settings right now in the TT forums:
How would you incorporate setting into actual game play?, which explores what’s involved in getting players — especially players who (understandably) don’t want to read hundreds of pages of published material — really immersed in your game’s setting.
Getting players, from day 1, to feel as if a place is familiar to their PCs, which offers lots of good suggestions for making the PCs feel like part of the world from the first moments of the first session.
They’re both great topics, and the second one is new to me. I’ve never explicitly considered that question before, and prodding it opens up lots of roleplaying possibilities — especially for urban campaigns, which tend to feature home bases and well-developed core themes.