InVinoVeritas
Adventurer
There are no dull settings, only dull DMs and players.
The game is what we make of it and a little creative doctoring when the situation calls for it goes a long way.
Although I agree with the sentiment, it does lead to the conclusion that published settings are superfluous, since they will not drive engagement and fun. In short, all published settings are equally gripping, and thus there is no need of any of them.
That can't be quite right, because I would have never thought of, say, Dark Sun or the particulars of Ravenloft on my own. Thus, there must be some difference between setting that make some more interesting than others, and by extension, some more dull than others.
So, given a DM and players that are capable of creating a good atmosphere, equally capable in any setting, what recommends one setting over another?
For me, an interesting setting has plot hooks that make me want to try them out. Usually, this involves some aspect of the game presented in a novel fashion: atmosphere in Dark Sun or Ravenloft, cultures in Eberron, engaging races or classes or fighting styles or what have you. A dull setting does not bother with this.