A week later three of us had died from hypothermia after being lost in the foggy moors and caught in an early snowstorm. One of the two survivors failed a Fortitude save trying to drink brackish water, and the last survivor abandoned him and managed to crawl back to civilization.
I can't say the session was particularly 'fun,' but it was damned memorable.
This is what we need. Well, not exactly- but close. I think games like Mouseguard (where you can fail, get lost, get a penalty, then make it to town which makes the rest of mission harder), Burning Wheel, and other non-d20 games model this better. In d20 if a GM plays hard with the weather (and PCs can't control the weather) it becomes a grind. It does accomplish the difficult increase due to the wilds, but not often properly for a fun game. I think d20 needs to bump the DCs up for wilderness type skills, and make them trained only.
If I wanted to make the wilds more terrifying, I would do it that way. Find food? DC 15 +2 per extra person to feed, then have circumstantial modifiers (allowed time, weather, climate, environment, etc) to make this more difficult. Then bring in the nocturnal predators. Lions- nocturnal hunters. Good luck getting a full night's rest if you camp near the lion's den. This way, you challenge the players and their characters. Did you prepare for the wilds? Then you will struggle for food, and have a much higher chance of a random encounter (especially at night) because you hunkered down in the wrong place [inspiration taken liberally from
Man Vs. Wild,
Dual Survival,
Survivor Man, and
Man, Woman, Wild.
These same difficulties can be applied to urban games, wander into a gang or guild's turf armed and you'll probably be visited at night. Many modern cities don't have nice smooth terrain throughout the entire thing- why would a medieval styled city? Slate, cobblestone, mud, wheel ruts, and more chop up roads (and horse poop, but that is something I don't really want in my games). Tight alleys can invoke penalties, but most GMs I've seen (self included) have just made streets and alleys have widths in 5' increments. If you have a rogue or bard with appropriate urban skills you can void this. A paladin with nobility can simply order the masses aside (really who wants to bump into the guest of the duke and spend the night with the guards?).
I think I found my GM new year's resolution. Make better use of environment based skills so that PCs with those skills can shine, and those without will want to find hirelings and the like with them. Make Urban areas harsher so that you understand why people like to avoid cities, and Wilderness darker and more grim like many works of fiction.