Most of the games revolve around PCs who travel from place to place, like starting in England, going through London, Cairo, Tokyo and finishing in New Zealand. Others do the same in a homebrew fantasy setting: Starting in Rockey, going through Ezrypoold and finishing in Yorikhoold. But here's the problem: most of this cities feel too much the same in our games.
-"You travel for four days and you arrive to a city with big walls and lots of people buying things in the market."
-"A main road?"
-"No! A Cardo."
So how can we make a place feel different? The answer is simpler than it seems: Go for the most stereotypical things, the first things that pop into your mind.
Arrived to London? Big Ben, tea, strange black hats, etc...
What will feel more British: Fighting a demon in unnamed road 77 or fighting a demon in Fleet Street with the St. Paul's Cathedral nearby?
I know that it may sound banal, but actually it makes a lot of difference. Also, it creates the feel of the place in much less work than reading every book about the history of London.
It's of course not limited only to London. It can be used to create a Japanese feel (kimonos, tea ceremonies, sumos, etc...) as well as an American one (think about North by Northwest for a great example of that in action).
It doesn't have to be perfect; it has to create the feel, for further advancement. After you've created the basic feel, going to both directions (enhancing it or breaking it) will be much more rewarding.