Huh. Never made a published adventure for anything myself. (Way back in 2e D&D I considered it with a mystery-style adventure I had run 3 times, but 3e destroyed the plot device that let it work.) Would definitely alter how I went about building an adventure.
For the campaign I'm doing now, I went with the Steadfast because I liked the background of the Gaian/Steadfast war as a backdrop to events. No kingdom of the Steadfast really stood out to me -- I'd have prefered far less crazy rulers, for one thing -- but I went with Thaemor due to poor status and proximity to the Beyond for PCs coming from that area. It fit the mayor's fanatical ambitions that the kingdom is poor and hemorrhaging 'troops' to support the war effort from towns that can't spare them. Hence PCs being hired as a catch-all 'do anything I ask. Please?' category for the mayor. While it is working out just fine, I have zero desire to expand the game further into the Steadfast and am really hoping the world guide does give more ideas on other places and potential stories set in them myself.
(Long term: the goal for my first campaign is for it to be a intro to the system/setting for everyone; my second one will be set some years later, with the previous PCs as legends/warnings/etc. and probably deal more with the war with the Gaians directly. Not sure yet; will depend on what players want to do.)
Definitely liking the podcasts: it's always interesting to see how other GMs approach making a series of adventures/settings for a game. Also seconding the idea of even a small pdf booklet of 'weird town/places/etc/' to find for GMs to use, via anthropology.