When I was running Strigastadt I had a pretty well-developed sense of theme that helped unify the elements of the setting and give the game a certain grimy-glimmering feel to it (although there were some theme swings here and there). I reckon that's one of the inbuilt advantages to having a setting-driven game. By contrast the Forgotten Shore phase we're in now is all about a particular game structure - the hexcrawl. When stocking the hexes and creating the landscape I was left with a feeling of dissatisfaction with the grab-bag nature of the locales, and frequency of generic fantasy stuff I was shoe-horning in. The root problem was that I simply didn't have a solid idea of what the place was trying to be.
A ways into the project, I ran across an interview with Yoon-Suin creator David McGrogan wherein he mentions an approach where you compile a 25-word list describing your setting, to use as a reference to encourage setting consistency and strengthen theme [ah, here's a post of his on the subject]. Doing this has helped me tremendously. I only wish I had done it sooner! When placing locales and describing regions I check against the list to see if there's a theme it can fulfill, or at least have as a modifier. Folks who have a strongly-conceived setting probably won't benefit as much as I did, but I think it's worth trying for sure!
For example, here are my Forgotten Shore themes:
strange dark powers