Often people equate "setting" with "description," as if a ton of descriptive passages are what create a rich sense of place. I'm gonna disagree a little. While description can be an important way of explaining your setting, there is so much more to it.
True skill in setting (in world building, really) is the ability to get a reader to believe in the place you've created, whether that be a fantasy realm, other planet, historical period, or even a contemporary city. A writer can be great at describing, and yet still weak in creating a world that readers buy into. Building a place goes far beyond describing what that place looks like—it should be featured through the novel's action as well, built into your characters' identities.
So, some of my tips. In no particular order. Obviously these are not ALL the tips, but hopefully if you're looking to flesh out your setting this will give you stuff to think about.
Place Names: For the most part, places are named for three things: 1) The founder or a prominent historical figure (Washington D.C.), 2) The location (Salt Lake City), 3) The major industry in the area (Coalville). There are also "renaming" instances when areas are conquered/claimed and named after locations in the conquerer's native land (Pretty much anything with "New" in it). So if you're creating a place, logical names for that place set a foundation. Streets, suburbs, parks, monuments, etc. All opportunities to give more depth.
Food: I am quite partial to this one, personally. Food says so much about a place—and your characters at that. When thinking about the kinds of foods to include, it's important that they match the climate of your setting. A cold place would feature less fresh produce and more preserved goods. A warm place would have more fresh food. Seaside? Seafood. Mountains? Game. Grain Farming community? Probably lots of breads.
Nature: The natural landscape plays a big role in how a place works. San Francisco wouldn't be San Francisco without those hills, you know? Think about what surrounds your place—rivers, mountains, deserts, canyons, etc. What have people created to overcome those surroundings? What types of activities take place in these areas?
Origins: It can be interesting to figure out/learn why people settled an area in the first place. Did that desert town spring up because of trade? Or because the people who founded it were persecuted and had to find a place people wouldn't bother them? These reasons can greatly influence the culture of a place and give a sense of believability if it all works together.
The Arts: Visual, music, dance, theater, literature—these all have potential to help shape your world. What the people in your world value in terms of art, be it perfection or energy or chaos, says a lot about them.
Celebrations/Traditions: Holidays and festivals are a big deal. Many tend to center around seasons, but there are also celebrations/traditions dedicated to the dead, to victories in war, to beloved leaders, to sporting events, and of course religion.
Clothing: What people wear says a lot about them, whether we want it to or not. Clothing can create instant class distinctions, give hints to the climate, distinguish beliefs, mark professions, and show personality.
Weather: A place's climate plays a huge role in how people live. Whether it's hot, cold, humid, dry, weather impacts what activities people do, what they eat, how they travel, what they wear. It shouldn't be ignored.
And I'll stop there. Maybe next time I'll blog about how to incorporate these things in other ways besides your traditional descriptive passage.