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So the subject says it mostly, I am looking into taking a good amount my available free time and actually designing my own world for my players. I have the Game Mastery Guide and love using it, but was hoping for a bit more from other GMs and Players on the forums on this subject!
Thanks again!
The first thing you need to consider is what type of campaigns do your players enjoy? If they like pirate/sea campaigns then you are going to need lots of coast in your setting (along with islands, etc). If they prefer to dig-up old dwarven holds then you need mountains somewhere nearby.
You need to make a list of what you want around them, and work outward from there. You don't need to do t all at once - just have a good idea "whats just beyond the horizon". I like to start with something published and work from there - my new setting so far is just Darkmoon Vale, but I've started adding bits and pieces around the edges of other settings/adventures that I want . If you compare it to a video RPG then this would be considered the 'start area'.
Also, Ed Greenwood writes a series over on the WotC site called 'Forging the Realms', which discusses world/setting building A LOT. Here's a link to one called 'Ends better left loose'.
EDIT: Better yet, here's The Archive.
"Keep it simple, stupid."
There is a reason that many settings have nations which can be described as X with a twist, whereas X stands in for a real world culture. Only the most dedicated players are going to bother reading through and remembering all the unique twists you put into a given nation, region, religion, etc.,
Mystara, Forgotten Realms, Golarion... they all follow this model [edit: to some degree or another; some lean on fantasy tropes rather than real nations].
For instance, I have a 12 page guide to a region for the game I currently run. I could describe the 3 factions at play in very simple sentences that deliver a lot of information to my players:
* Maria: Militaristic Greco-Roman inspired people who used to be slaves (so they now value freedom above all). Believe they are under constant threat from their erstwhile captors, the Hobgoblin slave empire.
* Hobgoblin Slave Empire: Roman empire with a racial caste system: Barghests on top, then Hobgoblins, then Bugbears, then Goblins. Huge amount of slaves and lots of bloodsports.
* Independent Hags: Lots of hags on the fringes of society who often control ogre families. Changelings deposited into Marian villages.
From those descriptions (I think) it is easy to make a lot of assumptions about what those factions will look like and how they will act.
If you divert from this formula, you should still keep it simple and limit the amount of things players are going to need to remember. Dark Sun, I think, is a good example of a unique setting that doesn't require the PCs to remember too many unique details.
Don't kill yourself trying to create a map for your new world. Find a good topographical map of someplace like Mindanao or Sulawesi, expand it to continent size, then use it as a starting point.
Or you could just GO HERE, the Cartographer's guild. TONS of free fantasy (and other) maps there, and the folks who create them are great. I liked one guy's world so much I asked him if he could provide me with a 'blank' (no text or settlements) version of it to work with, and he did.
Some of them are even professionals we know, like Mike Schley.
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If you are looking for a fantastic book on this very topic, I can't recommend the Kobold Guide to Worldbuilding highly enough!
Depending on how you want to set things up you can use aa overview type file. To use the example of the pirate/sea campaigin from Markus Tay above you would start with 1-3 contanets, with at least 4-5 named bodies of water. the bodies of water might just be regions of the same "sea" (real world example - Pacific, Indian, and anartic all touch). next a list of names for large islands and some "known" native tribes that inhabit some of them. this would set you up with a good starting base. Add in a few Nations and their Trade intrests, as well as where the pirates can hide and sell their "ill gotten goods" and you have the start of a fair amount of fun
Personally I favor the "points of light" style of world building. This is to say...start w/a settlement. Doesn't have to be big - the trading post in Kingmaker would be fine.
Now detail it a bit. You don't need every brick and child accounted for, but have a stat block, maybe a couple influential NPC's fleshed out. Drop in a single plot hook to explain why the PCs are there...and then you're done.
Imagine you start with the village of Knurl. Its a small but prosperous herding community in the rolling hills overlooking a placid river. However these hills were once used for burial mounds just north of the village and plagues of undead sometimes spontaneously erupt from these cairns.
Now you add a stat block for a Small Town, draw a map w/the river, hills and village, and then detail whatver factions you'd expect based on the scenario you've created - some kind of divine influence either trying to defend against or take advantage of the undead; a mundane group (bandits, mercenaries or what have you) trying to do the same with the converging trade routes here and perhaps one other "mystery" faction like a druidic order or a rogue NPC Hedge wizard and their apprentices.