One of the things I really wanted to emphasize was the international scope of the setting. It'd be very easy to focus just on Europe or North America, but I enjoy a good globe-hopping adventure in an airship, or visiting an archeological dig in Egypt, or a fancy ball with important people from around the world speaking many different languages and accents.
I have emphasized this international scope in several ways. First, one of the new skills I introduced is Foreign Cultures. It provides additional languages known, as well as proper etiquette, customs, laws, foods, important people and events, etc from countries other than the character's native country. This is a very valuable skill for an explorer or world traveler.
Second, I take the time to describe events and conditions from around the world, and I've placed some important areas where you might not expect them. For instance, while the Unseelie Winter Court landed in Siberia following the destruction of the Fey Realm, the Seelie Summer Court landed in South-east Asia. In fact, the Seelie Court now resides in a greatly expanded Angkor Wat! The largest population of Elves is in the Amazon Jungle. Dragons rule China, and have so far prevented the British from forcing their way in. The New Aztec Empire controls Central America.
Of course, there is still plenty to do in the more traditional late-19th century settings as well. Gold-rich California and Texas are both independent nations, the magically-powerful Indian Nation retains control of a large chunk of the prairies, and the industrialized Union of American States remains separate from the Confederacy.
In Europe, the League of Four (Kaiser Wilhelm in Germany, Franz Joseph of Austria, Tsar Alexander II of Russia, and Queen Morrigan of the Unseelie Fey) are moving to take over the continent unless the Bayern Society and a high-placed traitor in their midst can stop them. Meanwhile, Jules Verne is the top weapons designer for the French government, his work is at the cutting edge of steam-tech. Trains and airships cross Europe in ever-greater speed and luxury.
Well, I hope this look at the setting builds your interest! You can set your stories all over the world in Hand of Fate: Sorcery and Steam!