I'm fond of a hub system, where the characters are nominally based in a largish city, and begin their career by being called to investigate or solve problems in the smaller surrounding towns and villages. Gradually the characters will begin to build up an understanding of the geography and of the politics of the region, and the NPC's in their home area can be reoccuring and evolving relationships. For a more urban game, make the home base a fairly large city of 10,000-40,000 and make the smaller urban areas manufacturing centers of 1,000-4,000 people. For a more rural game, make the hub a town of 1,000-4,000 and make the smaller urban areas villages of 80-200. The advantage of the former is that you can eventually bring high drama and politics into the game, as it will be natural for the PC's to eventually come to the attention of whoever is powerful in the region at your world's power scale. The advantage of the later is that the PC's start out as home town heroes almost from day one, you have less work to put in to fill out the area, the PC's will know almost everyone, and quite soon can be power brokers in their own right. (For a world with very low power scales, I've always considered it would be interesting to start such a game not with the PC's being hired by the town as mercenaries, but with the PC's being the town council!)
The advantage of the hub system compared to a linear game is first that it won't feel as linear, as they'll return to increasing familiar areas during interludes (perhaps with an evolving understanding). It's similar in some ways to the recently popular trick of making the 1st level introductory dungeon also the high level dungeon on a secret lower level later in the campaign. Another advantage is that it feels much less artificial than having a 1st level area, a 4th level area, a 8th level area, and so forth where all the challenges just happen to line up. With a hub approach, all the challenges of the campaign can in theory be within a 40-100 mile radius of the starting area with no feeling of artificial separation. So you can play that trick of the introductory level also being the high level area in reverse as well, with early modules having the characters go into the edge of areas that are clearly over their heads (a wasteland surrounding a dragon's lair, for example) and latter have the need to actually face the dragon. You don't have to have everything as neatly segregated and siloed as 'World of Warcraft', and one of my favorite tricks is having an area that the players visit several times without me treating it as a dungeon or the players considering it a dungeon turn into a dungeon as the players understanding and relationship with NPCs evolves. Or vica versa, you can have a dungeon on your map from the beginning turn into a town or safe haven (although that's a pretty old trick as well).
Another thing I like about the hub system is that it lets me mix and match my own material with published material that has been massaged to fit the setting I'm building. This acts as a multiplier for my prep time, letting me get several hours of material for each hour I spend on world building. So you can leave from the main hub to secondary hubs like 'The Village of Hommlet' or 'The Keep on the Borderlands' and it just works.