When I write a story the setting often becomes as important to me as the characters and the plot. As I meet my characters I need to be able to visualize the space in which they move so that I can make sure the plot works.
I find that it works best for me to write within a setting I am familiar with. Even if I don't name the exact place in my story, I hope that the reader can get a feel for the place through my descriptions. The real trick to writing setting well is not to draw too much attention to it, but making it integral nonetheless.
For my novella due out in October, the setting fell into place easily. These are a few pictures that helped define the world my characters moved in.