| Sstavix |
It's been mentioned or touched on previously, but listening to your players is what really worked for me. Pay attention to how they're playing their characters, and the influence they're making on your game world. If the players feel that their decisions really are shaping the world, they'll get much more attached, and emotionally involved, in your game setting. Even better - they'll keep coming back to your table, excited and eager to keep going.
However, don't let the players run roughshod over you, and you give in to your demands. Otherwise, you may find it hard to reign them in and focus on the adventures in front of them. (For example, what would be the incentive of a 1,000 gold piece award to slay the dragon when the fighter's sword alone is worth 10 times that amount?) Be a considerate and thoughtful GM, but not necessarily a generous one.