To create something distinctive, you need to make it different. That sounds simple enough, right? But how different is "different"? As Oakspar says, you need to ask the basic question, "Do I want to create a setting or a world?"
By "Setting" I mean the FEEL of the campaign world. For example, you can take Ebberron and change every name, map, and person and you would still have something "set" in Ebberron. The Pulp feel shines through.
By "World" I mean a concrete place with cities, towns, [countries], etc.
Of course, a setting needs to have a world to go along with it. You need cities, towns, etc. in which things in your story will happen. But there's more than that. You've got to have a distinctive atmosphere. It may be reflected in game rules or prose style, but atmosphere mostly comes from the themes that you express in your work. Is your intent to communicate humor? Adventure? The eternal struggle between good and evil? The scarcity of good help? Whatever you settle on, you need to make sure everything works toward this atmosphere. Anything else is a discordant element that doesn't fit the rest of the setting.
In Shadows & Silver, I knew I wanted to create something different than the typical generic medieval fantasy. It's easy to rip off Tolkien, as many fantasy settings have shown us. It's far harder to create something new. Beginning with the theme I wanted to express, I settled on a much darker, more modern world. After all, it's difficult to communicate the importance of idealism from a world steeped in ideals. The typical medieval fantasy bases its conflicts around the struggle of good and evil. In the real world, things are always shades of grey, a fact that has led many to throw up their hands in despair and forsake following a moral compass at all. Let's show a world like that: a world so rife with the problems of modernity that it forces the reader to retreat into the comforts of idealism, forces him to act to combat such hopelessness in his own life. Shadows & Silver will deal with real problems: corruption, pollution, poverty, slavery, nationalism, zealotry, racism, etc. Those things alone create a setting much different than most fantasy worlds (or even settings) out there.
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