OK, Ok! Stop piling on, guys! I concede!
Yeah - there's things you can do to make better settings. Bill over on Hinterblog posted a few tricks even I use - Hooks, Open Settings, Glosses, and Open Elements. I won't repeat what he said, so link on over and read it from the squirrel's mouth.
There are some other things I use when designing settings. Settings are always - and I mean *always* - a compromise between depth and breadth. Deep settings are like using binoculars, you trade field of vision for sharp clarity. Broad settings are the reverse. Unless you are writing the Encyclopedia Brittanica, you can't have both.
One thing I like to do is create Dynamic settings. This means that things are poised on the brink of change. Player characters love to apply the leverage to tip the balance. Players have a chance to make the difference, no matter which side they choose.
Another trick I like is Balkanizing a setting - instead of making a uniform monoculture, I prefer a patchwork quilt of bickering, multicultural allies. Lots of room for intrigue and double dealing, even within one side, let alone the enemy.
Also, Chiaroscuro - light and shadow. Unrelieved darkness gets as boring as unrelieved white, so the good guys are not all good, and the bad guys are not all bad. It brings things into relief. I don't mean an undifferentiated gray either - rather areas of actinic light blending smoothly into pools of stygian darkness. The depth just pops.
Another cool technique is Spotlighting. Throwing certain small areas into sharp focus, with lots of detail. This show the GM what you are aiming for in the setting without crowding him out. It also gives illusory depth without compromising much on breadth. It implies much without nailing things down.
And there's always Logical Coherence. Logical Coherence can do wonders for implying depth that isn't really there. When using Logical Coherence, nothing is ever there "just because it would be cool" There's a reason for everything, and you can trace that chain of reasoning. This makes it wicked easy for a GM to extend and amplify the information you present. If you are rigorous when you lay it down, it will be strong, interdependent, and a joy to adventure in.
I may be a systems guy, but I do settings too.