Hey Shawn, whatever setting you'll come up with in the end, these are certainly some interesting questions! Since you've asked about things that other published works don't quite deliver and that we would like to see: I'd really love to see a fantasy setting that deals in an interesting way with social change triggered by a major epistomological change; a "true" Renaissance game, not in the sense that it has some real-world historical trappings of that era, but that it really deals with people developing a whole new view on what it means to be human (or whatever other intelligent fantasy species you might happen to belong to ...). Take, for example, a fantasy society where magic has always been bound up in religious ritual, but recently, a more scientific approach called "sorcery" has been developed - what does it actually mean if humans can wield magical powers without recourse to gods or spirits? What kinds of upheaval would follow from that? You wouldn't even have to combine something like that with a Renaissance-like technology level, it could just as well be a stone-age setting.
Are the gods real? I consider both "they are definitely real and active" and "There's no proof of them being real whatever" interesting; for some reason, I don't really like the "they're probably real but keep in the background" middle-ground. And I'm not very interested in "good" and "evil" gods in a pantheon. Still, they can serve as interesting philosophical concepts in a gaming world.
Ideal stakes for me a medium, it just seems most playable.
I tend to like my game worlds either utterly alien or very down to earth - once again, what I'm least interested in is the middle-ground. Harn feels a little to familiar to me (I'd probably like it better if it were a humans only setting). I love weird settings with lots of intelligent species like Talislanta, but I want them to make sense (I played Numenera for a while, but all of the cool elements where just there, with no connective tissue that made them feel like they were belonging to the same world and being in relation to each other). I don't really like any more or less creative new takes on elves, dwarves and the likes - they have been done, and they have been done well, but I really don't feel a need fo any more of that.
Regarding details: I kind of prefer slim, but focused setting material. Give me a lot of broad strokes, but also some very detailed elements that I can use right away. I find that I can make most uses of the extreme ends of the scale at the gaming table - very broad descriptions that just give me a general idea of a place, and fine details about one thing or the other (a castle, a group of NPC, an inn ...).
I like to have some near future history of the world (two or three years), but only in very broad strokes and only as suggestions what will happen if the PCs do not interfere.
Also: yay to city states!