This is a vital, vital step in building settings! The point here is to build conflict into the setting before the PCs set foot into it. There are many variations on this that I use, and vary depending on the genre and time period. Here are a few useful Patterns:
Internal Conflict - The Powderkeg
In The Powderkeg, the setting is a pressure cooker which has been simmering for a long time, and just waiting for the first bump to set it all off. There are at least three sides here - the Status Quo, who want things to go on like they used to; the Opposition, who want to sieze power and change everything; and the Reformers, who want to change the Status Quo from within. The differences could be racial, cultural, or class related. They are real differences, but magnified by traditional practices which have been in force for a long time. You could have a clear right and wrong here, but I prefer every side being right in some ways and wrong in others.
External Conflict - Expansion
In Expansion, the PCs are scouts set to explore/soldiers set to pacify a newly aquired land which has an indiginous culture of a lower tech level. This culture does *not* have to be tribal - A SF game where the PCs are from a high tech culture in a world like modern earth would do just as well. The PC's culture need no be modern either - the Conquistadors were not modern, but they fit this pattern. Warning! - This pattern suffers greatly if you fall into the "Noble Savage" trap. You aren't James Cameron, and you can't use pure awesome to pull this off! Both of the cultures should have both admirable and squeamish points. For example, the Conquistadors get a lot of bad press, and many of them did terrible things, but the Aztecs were performing mass human sacrifices, and Cortez was justifiably horrified. You would be too!
Internal Conflict - The Cleanup
In The Cleanup, the PCs are in a thoroughly corrupt and nasty locale, with the Man on one side, and the People on the other. The Man stands for authority and privilege, the People for ordinary folk who just want to go on with their lives. I would suggest portraying the Man more as Goodfellas than as cartoonish Nazis, though your taste may vary. Yeah, they are bad guys, but bad guys who are not chortling with glee when they get to stomp on orphans. My favorite kink to throw into this one is important People being self-serving, and selling out to The Man at the worst possible time. Not everyone is a selfish bastard, but not everyone is a holy avenger, either.
Internal/External Conflict - Cheek by Jowl
Cheek by Jowl can be run as an internal or external conflict. The premise is one of many different cultures with conflicting ethical and moral structures living in the same area. Outremer will be set up as a Cheek by Jowl setting, for instance. There may be layers of settlement and/or conquerors - Normans over Anglo-Saxons over Britons, for example - or a hodge podge of human and alien cultures in the same solar system or Space Station, or a group of City States founded from different mother cities, or any of a number of different concepts. The PCs can come from any and all of these, and they have to thread their way through the conflicting culture/religious/ethnic systems in place in order to do what needs doing, not to mention just getting along with each other.
Internal - The Aftermath of Conquest
The Aftermath of Conquest pattern is set just after one culture has conquered another. The PCs can be from either side, but they have to deal with this fact. They could foment rebellion or resistance. They could work to integrate the two cultures. They could work to maintain their cultural identity without open rebellion. They could work to crush a rebellion. In short, they could respond in many different ways to the situation.
External or Internal Conflict - Life During Wartime
In the Life During Wartime pattern, two or more cultures are actively at war. The PCs could be soldiers in this conflict, or civilians swept up in the war, or people back on the home front reacting to the war. You could probably have a number of sub-patterns based on this division. A particularly underused example of this pattern is the home front, where you could have protests, sabotage, espionage and counter-espionage, and toher conflicts amidst deprivation caused by the war.
Internal Conflict - The New Religion
In The New Religion Pattern, a new religion sweeps into a culture. This may be through conquest or through cultural contact, or totally internal. This religion is prosletyzing heavily and gaining converts fast. You can approach this a number of ways - the PCs can be stubborn adherents to the old religion, or people investigating this religion for themselves, or journalists, or new converts. Is it some bizarre cult? Is it really a religion at all? Is it a religion which may have both good and objectionable faces? There are a lot of ways you can go with this!