One of the biggest problems I feel I have in my GMing is selling the sense that the characters are in the world. Now, my players are good enough they can imagine themselves in something like the world, but this is more them than me. Even in writing I tend towards being very light on description, and it carries over into my GMing. It's something I am trying to work on, and I felt that today I'd try to go over some techniques I'm employing.
Built In FATE
The first technique I've been dabbling with is treating my cities like I was going to run a FATE Core game there. In FATE everything can be either an Aspect or a Character, and that is true for Cities, fields, and whatever other location you can have.
With this, I try to set a few aspects for the city or area I want to focus on. Three to five seems ideal, but one or two can normally do it. Sometimes this can be as easy as "Dwarven Built" for a piece of the city. Other times, something as specific as "Buildings that reach for the sky."
Having aspects can also be good, because players can use those in their activities, or try to change them to fit their needs.
Give The Setting Some Character
Building off the FATE idea is to actually think of your location as a character. Cities have personality. New York is not Boston. Boston is not London. London is not Paris. As much as some people love to make the comparison, New York and Paris are not the same place either.
By making your setting a character, you have a constant guide on how to work it. New York's 'character' in a lot of movies is in being the giant, uncaring metropolis that will grind you into dirt but its where all the chances to make it big are. This is reinforced with countless movies of "nice people" from the country going to the city and then witnessing things like people being flat out assaulted and no one else caring.
Gotham City in batman takes this to the extreme. It wouldn't be surprising in Gotham for a group of muggers to pull off their score in broad daylight, only to turn and get mugged themselves. These second-wave muggers would of course than be extorted by the police.
One For All Five Senses
Finally, some writing advice. When introducing a new location try to give one statement for each of the five senses a human has. Don't just use the eyes. Tell the players what is there, sure, and what they look like. But give them more. The walls have a rough, cracked texture that could break skin with enough pressure or speed. The air smells dry, sandy, and stale as if it had not been disturbed in sometime. There's a strange cloying taste to the air that makes you want to work your jaw to get it off the tongue. You can hear dripping in the distance; perpetual and unceasing.
By addressing the other senses you engage more of the mind. You also strengthen the image of what you have. It's one thing to know that the house is red brick with a white door. Add in that you can still smell wet cement and paint, and tht the walkway is smooth and unscuffed and you've painted a very different picture than if you can smell wet, rotting leaves, the door is mildewy to the touch, and the path is cracked and broken.
Play with it. Start with aspects and flash cards to remind yourself. Write things down. In the end you'll know if it helps or not.