I like creating worlds so, new campaign, new world. They usually last 2-3 years. A particularly good setting might be used for 2 or even 3 campaigns although typically in different time periods.
In years past, I'd do a deep dive and try to create a very thorough, realistic world with complex history, races, gods, cultures, countries and the like. Something like FR or Greyhawk but with my own view of how things would work in a fantasy world.
In the last ten years, though, I've moved to more of a concept world. Sometimes also tightly linked to my main plotline. I find these take less effort (life gets busy once you have kids

) but also that my current crop of players don't appreciate the detail and like story more.
So I make my worlds memorable by supporting my story and tying that into some concepts of interest to the players.
A recent world occurred in a world ripped into floating shards by the battle of two gods. The entire campain revolved around the party's attempt to repair the world in a manner suitable to their liking. It was high fantasy, save the world kind of stuff but with some interesting imagery and metaphysics thrown in.
Another world dwelled on the gods and what it would take for the PCs to become divine. The setting was classic pseudo-medieval + D&D standard planes and gods but the divinity aspect I fleshed out made the setting memorable to folks. (It's surprising how many players aspire to immortality and divinity

)
The current world works the premise of what would it be like to *be* in the age of heroes such as Homer and most cultures describe. Usually, people game in an "iron" age and harken back to the ages of gold and silver. In this setting, the world is very young and the races not quite set in their ways so that fiends and celestials can still rub shoulders, half-races are very common and the high and clay races still live together. I co-ref this one with another ref and I'm about to pick things up again and will explore the transition from this early age to something that looks more like a classic segregated setting with the actions of the players very much determining extactly what things will look like ( the PCs are ECL ~16 will and likely go to epic level in this arc.)
Anyway, I think memorable settings are those that directly support memorable stories. Combine intriguing world concepts with unforgettable stories and you have a combination that will keep the players returning year after year.