Still, for some time now, I've add the secret wish to create my own setting. Sadly, my players dont care much for setting building and I feel I cant do ''better'' than FRs.
Could I make a suggestion? You don't need to share this with your players, but check out
A Magical Medieval Society: Western Europe. While it's not required for making your own setting, and it's possible to go overboard is following everything in it to the letter (you probably don't need to worry about all the details of farming on an individual manor to make a good setting), just reading through it, I think you'll find it fires up your imagination and you think of a lot of details that make your setting hold together way better than it would have otherwise.
It did for me. My little dashed-off mini-setting, the Barony of Midwood, ended up supporting a campaign for about 10 years. It was created to be my own personal corner of an existing setting (Praemal, the world of Ptolus by Monte Cook), but having it make sense really helped bring it to life and ground it.
In any case, definitely make your own setting, even if your players never see it. Just working those muscles will make you a better DM. I found that just going through the process of figuring out what I wanted to leave in and what I wanted to leave out of the Midwood area, for instance, made me confront what it was I liked about those elements and how they'd fit together in a coherent game setting, and made me think about how to arrange things to make a possible adventure path style set-up. The players, of course, knocked things off course early on, but having that thought-through framework gave the setting a culture and also provided resources to respond to whatever direction the players wanted to go.
