One of the basic rules to remember when evoking a place in a roleplaying game is that players notice what you describe, not what you don't. It may be true that the place your players are in does not present a landscape of rolling hills, but the players will only know that if you describe the buildings towering to either side and mention that the visible sky is reduced to a thin ribbon between roofs.
A closely related thing to remember is that players may tune out descriptions of the place that seem to be a scene setting, but they will remember something that seems to be an immediate part of the current adventure. Parts of your adventure may rely on the players remembering events that draw on and involve particular features of the place you are in, as well as reasons to visit some of the many locations where they are.
These elements should help you, in your role as the games master; to really evoke the place your players are in, and giving the place its own feel.
Obviously the descriptions of physical locations are an essential way to convey the spirit of the teeming metropolis, town, or whatever other location your players are in. If you try to pile everything in when the players first enter an area, there is a risk that you will end up lecturing the players, rather than engaging them in the scene at hand. However, adding incidental details while the characters are within a place can be very effective, as long as you don't hold back anything of practical importance or bury the essential facts in ephemera.
Every place has its own unmistakable stench, fact. The best way to bring this home to the players is to describe the smell of every location they enter. For example, a livestock market should smell of animals, dung, and other related products.
Since people do not often mention smells, this alone is likely to give the place a unique feel.
Cities in particular draw people from all over the known world, and on rare occasion maybe even from beyond. Humans, Elfkind, Dwarves and even some other species can be seen walking the streets in the dress of every nation.
Mentioning this in your description of street or tavern scenes serves to remind your players that they are in a cosmopolitan area. Remember that if your players are unfamiliar with a particular nation, they won't be able to identify its dress by sight. In this case, giving a brief description of how it looks would be a better option.
The Architecture of a place can be as eclectic as the population. Adjacent buildings might mimic far northern or eastern styles, while a single building may have columns from one country supporting a dome of another.
All the buildings share one feature however, they are all tall, at least three stories. Because they are close together, the streets are in near permanent shadow, and only a narrow strip of sky is visible. This situation is exacerbated by the tendency to build the upper floors out over the street, gaining more space for the interior of the buildings at the expense of light for those walking around outside.
The squares and parks of any particular place will thus form a stark contrast to most urban areas.
While people of many different varieties can be found wandering around, when it comes to staying put and living somewhere they tend to segregate. While nowhere, except maybe for smaller towns and villages will have uniform ethnicity, the dominent group does change, and sometimes even quite abruptly. For example, a Dwarven tavern might be across the street from one in the Elven quarter, but the clientele of the two places would differ markedly.
In addition to the population changes, architecture changes quite rapidly as well, especially areas that are dominated by immigrants and traders who will no doubt have a tendency to build structures that remind them of home.
The difference in wealth between the areas can also be abrupt and extreme. While there may only be a few places where the walled and well guarded estates of the rich border directly onto the slums, they do exist, and heavy contrasts over a hundred yards of a single street can be quite commonplace.
There will be some inns where the innkeeper will tell his/her guests: "Turn right when you leave. If you turn left, you might not come back." Of course, your party should probably be able to survive a mugging.
Wherever you send your players, there will be crime, and not all of it will be petty. The Watch will probably be more concerned with preventing riots and making sure that the rich and powerful are not too badly disturbed, rather than stopping pickpockets, burglars, or even serial killers in some of the poorer areas. In smaller places such as towns and villages, crime may be less of a nuisance, as the watchmen will probably know the majority of the populance.
This is, in my honest opinion, by and large a good thing for your players. As most of the things that players do are not technically legal. In fact, it may be even better for the players, as attempted crimes make for good events in an adventure.
Cities and towns are full of them. Probably the most important contrast to remember is the difference between rich and poor. The rich have servants and maybe even bodyguards to keep the riff-raff away. The poor, on the other hand, are very poor, often lacking even one set of nice clothing. The middle classes, while not always non-existent, are few and consist almost entirely of people on their way up or down. There will probably be very few stable middling shopkeepers and the like.
In part this is due to citizens attitudes. No true person could be content with getting by moderately, but would try to turn their lives into wealthy ones. More often than not, they fail, dropping them into the poorer part of society. When they succeed they won't be shy about showing off their success.
In this submission I know I have been leaning more towards larger places, but the same principles can be applied to smaller places to the same effect.
The reason I have mainly referred to cities and large towns in this submission is that most of the places I will be adding as separate submissions will be one of either.
In Conclusion, describe the place! Make your players feel as if they are actually there, breathing in that air, smelling freshly baked Halfling pies, hearing merchants shouting over one another! This will make those evenings spent around your gaming table that much more memorable!