"Hey Moth, why don't you use published campaign settings to make life easier?"
Good question. There are tons of them out there and they all have some genuine value. But...
My own perception is that many of the "classic" campaign settings are little more than a jumbled re-creation of our own world - but with a fantasy flair. Playing a fantasy version of Europe and Asia was fun for a while - but I get sick of fantasy Vikings vs. fantasy Brits really fast. This is one reason why I don't run or play Forgotten Realms, Mystara, Greyhawk, etc. Besides, the names Gary Gygax came up with for places and people make my brain hurt. No disrespect intended to Our Founder, but I actually prefer Blackmoor over Greyhawk.
"If you don't want a pointless jumble of every trite and exploited ancient or medieval society that ever existed, what do you want?"
Probably not a good enough response. Okay, we'll go this route.
I'm a bit sick of Europe - but not ALL of Europe. For example, I'd like to see more Irish, Scot, and Welsh flavor in a game. Fewer kings and queens and more counts or lairds. Less goblins and ogres in favor of more tricksy fae or malicious hags. Some truly mythic heroes or adventures. Weird magic and convoluted curses.
I'd also like to see more Eastern European influences. Russian folklore springs immediately to mind as a fantastic source of inspiration. What adventurer in their right mind would not pee their breeches at the sight of Baba Yaga? Go ahead and try to kill that giant...but you'll have to find his heart first.
Asia? Yeah, we've done China and Japan to death. What about Malaysia? Cambodia? Thailand? The ruins alone would get me interested.
I want something new and exotic. Something to make me think. Why dredge Ancient Egypt up again for the umpteenth time when Mesopotamia, Chaldea, Babylon, and Assyria are just waiting to be introduced to the hapless and jaded players? You'll finally get to use those shedus and lammasus, at the very least.
By simply crossing one or two borders away from the standard fantasy-inspired civilizations of the usual campaign worlds, we can explore something new...but still enticingly familiar. Yes, I acknowledge that most players are reluctant to step too far from their cultural comfort zones. That's one reason I tend to propose delving into the lesser-used cultures rather than inventing new ones entirely from scratch.
Here's a brief inspirational film list (in no particular order) of what I'm talking about:
The Jungle Book (1994). Specifically, the lost temple where King Louie and Kaa can be found.
The Mummy: Tomb of the Dragon Emperor. Mostly for Shangri-La.
Princess Mononoke: For almost everything.
Lara Croft: Tomb Raider. Mainly for the Cambodian temple and living statues within. The Siberian set is cool too.
Sinbad (Ray Harryhausen). Any of the three older films and most of the contents.
Castle in the Sky. Also for just about everything.
Disney's Atlantis. The depiction of the remnants of Atlantean civilization piques my interest.
The Golden Child. Lots of cool non-stereotypical Eastern references.
There's no need to go totally gonzo or bizarre with a fantasy setting to make it exotic or "new." In fact, I suggest not getting too esoteric or weird. Using Incan or Olmec influences instead of Aztec or Mayan can be enough to introduce a unique Mesoamerican campaign to the average player. Emphasizing the Welsh influences on Arthurian legend can help fashion a truly new-seeming Medieval Britain setting. What about an Italian Renaissance environment instead of England or France? An Arabian Nights-inspired setting that borrows from Abbasid or Persian influences as well as the more familiar tales added by outside translations.
The various editions of the D&D game give us a rich source of monsters from just about every world culture. Many of these monsters deserve a setting suited to their origins. Beyond the typical creatures of folklore and Greek or Norse myth, we can also explore the possibilities of the banshee, efreeti, hag, manticore, or sphinx. Later monsters can be adapted, such as the lammasu, naga, or rakshasa. Even a classic monster like the elemental can benefit from a bit of cultural influence. After all, certain other cultures acknowledged elements different from the four given to us by the Greeks. Void elemental, anybody?
Do we really need another minotaur maze or vampire crypt? Almost every culture has a version of the vampire to unleash upon an unsuspecting party of adventurers. How can such undead horrors be turned or defeated? Let's find out.