During Sex and the City, cast members and writers called New York "the fifth lady." The city was such an integral part of the story, it was even in the title. Here's what some authors don't get: the setting is the story, no matter where you're at. You should always be putting your setting to work...a lot.
Where You At?
The setting is the backbone of your story, and much more. It's the place where your characters live and interact. It's filled with the locations they visit and the stuff they see. In the best books, the setting truly comes alive. The reader ought to feel as though they're in the setting with your characters.
There's only one way for you as the author to do that: write the setting well. Make it such a strong part of the story that it becomes the story. Setting is everything, because it's the world around your characters.