My PbP Carrion Crown game (currently on hiatus as I try and find a regular way to get online) takes place in Ustalav obviously. Though a while ago I started an Age of Worms game that began in Falcon's Hollow, and used the adventures that took place there as sidequests for the regular AP adventures. I thought the two locations had a lot in common, and wanted to add in extra subplots as a way to make things feel more organic than all the party's efforts going to a single goal.
I would love to revisit that campaign, and will likely do so once CC is over...which at this rate I'll be retired when I restart AoW, so I'll have plenty of time to focus on weaving everything together...
My first campaign, when just getting into Pathfinder, was mostly a massive city of my own design that incorporated (as I found out more about them) aspects of Golarion nations, specifically Cheliax, Andoran and Katapesh.
New game I've been working on, the players wanted to be mage hunters and the religious characters have an allegiance towards Iomedae. While I avoided it at first, I ended up picking Varisia.
Since Iomedae isn't a big religion there I figure they will be acting without expecting too much support, plus it gives them some excuse to do some missionary work. Three of the major cities (Riddleport, Korvosa and Magnimar) have exclusive mage guilds which will allow for disgruntled ex-students and perhaps some reason for the players to keep on the move between them, which will be a nice change from our previous game. Never saw the Runelords AP but in Lost Cities it mentions that with the rediscovery of Xin-Shalast there's a few cities trying to forge treaties or colonize the city, and a lot of new magic discoveries and artifacts from the city may begin flowing through Varisia, so the players can be on the lookout for that. Also of course if they get really successful there's a chance they might want to hunt down and destroy a Runelord before they decide to rise and reclaim their Empire. And if they need some international conflict there's the winter witches to the north and the shadowmages of Nidal to the south.
I'm curious to see where other people are playing too, there's so much out there.
I'm running Age of Worms in Varisia. There's a huge amount of Varisia lore around in the various sourcebooks/APs and it has a good 'borderlands relatively close to cities' feel which keeps things flexible.
I'm kind of a fan of AP's myself, and I'm running in Varisia and the Mwangi Expanse at the moment.
I had started to piece my own campaign together as well, which was going to start in the Shackles and pretty much go wherever the PCs wanted their pirate ship to go . . . now Paizo is doing a pirate AP. This will not dissuade me from continuing my own idea, but I may just see if I can incorporate the AP with my own campaign.
Anyway, to answer your question, the Shackles would have been it.
Once the Magnimar sourcebook is released, I'll be running a game there; the City of Monuments is probably my favorite location in the setting, but I wanted more information on its places and people before planning a campaign in the area.
I love Ustalav.
So far the only Golarion gaming I've done was to transplant Expedition to Castle Ravenloft 3.5e adventure into Ustalav. My players were a cleric of Sarenrae and a dual-wielding kukri fighter. They played a couple sessions as an alternate game when the other players didn't show for my 3.5e FR campaign.
I plan to run Carrion Crown Adventure Path eventually, but I want to find a committed group of gamers before I commit to running an Adventure Path since my last long-term campaign (3.5e FR, mentioned above) didn't pan out. I expect to adventure in Ustalav in stand-alone adventures prior to running Carrion Crown.
I really like the Pathfinder Modules line though, so I'll likely play where the module is set, but will show preference to horror-themed modules.
In the two campaign's that aren't Adventure Paths that I run, one is pretty much just me putting the players in Ustalav and converting most of my 2nd edition Ravenloft homebrew stuff, and the other is a Lawful Evil campaign set in the cities of Cheliax where the players are all inquisitors, assassins, and problem solvers for the church of Asmodeus or the royal family.