Right now, I'm running a game in Hampton Roads (better known to most as the blip on the map labelled "Norfolk Sprawl" with one paragraph in 6WA). Why? Because, as many have said, it's good fun to work with what you know. Also, I like having exactly 1 paragraph of background material to worry about (and approx 3 pages, for CAS in general).
Unless I fall in love with a written setting (Eberron), I tend to dislike playing in a sandbox where someone else already built the castles. Top it off, I don't really get into a setting, my indifference to that setting results in players knowing more than I do about it. Yes, I'm the GM and I have final say, but what point in using an published setting if not to use the published material?
I'll probably have them visit Denver and Seattle. Who knows where I'll set my next game, though.