For a combination rules-and-specific-setting game, I'd rather have a capsule description of the setting, then the rules.
For settings in general, I'd like a capsule description of the setting up front; give me the big picture before I hit the details. It gives me a handle on the setting, and lets me point players at it, so they can get the gist of the world.
One of the things that I think bugged me about Kalamar was that the book just jumped into the details.