Under most circumstances I'm the DM for most of my game groups (3). I avoid using a published setting as my main game world as I don't like "someone else" dictating changes to the world that I don't want to spend time explaining to new players. That does not mean that I don't liberally use (steal) things from published game settings.
My first foray into the DM chair was with the Moldvay Basic set. When I started running games we used the Keep on the Borderlands as our introduction into the game. The Keep became the base of operations as the players began play, and the area has expanded from there. Different groups have explored the Isle of Dread, which also got added to the game world. Saltmarsh is in there somewhere also. The Drachensgrab Mountains holds the Aerie of the Slavelords and is on the map. Deep in the swamps is the Temple of the Frog, and from there the Barony of Blackmoor. All these locales have been added to the game world because I wanted to use some or all of the published material for them. Everything always gets heavily modified anyway.
The last campaign lasted almost 8 years and spanned 2 editions (3e & 3.5). It was themed after a world spanning war. When that campaign ended the heroes had defeated a major army of monsters and their quasi-god. During that campaign most of the players had been playing human characters (1 elf, 2 dwarfs, 6 humans). When we decided to play 4e most players wanted to play some sort of monstrous/strange humanoid (1 dragonborn, 1 minotaur, 1 warforged, 1 tiefling, 1 elf, 1 dwarf, 2 humans). So I needed a way to "justify" all these monsters. It actually became easy. The war had ended, several decades had passed and now all these monsters that had stayed around after the war had been mostly assimilated into most societies. Seeing a minotaur walking around still creates a bit of tension, but it is "acceptable" in most places. The characters have fought the slavelords, defeated the
Beast of Averoigne, and are now in Fallcrest getting ready to head into the Dreamlands (Feywild).
For the purposes of world building I've been using the same game world for 30+ years. I've just kept adding things as I saw necessary. If we decide to start using 5e it will be quite a bit into the future so I'll have time to adapt again to what we want.