Depends on exactly what I am going to do. A lot of the Rp's I run are based in area's that actually exist and I try to retain a lot of that feeling and era when doing that. Research, using the right street names for the time period, beliefs, customs, etc. Most larger or known cities, it is easy to find actual maps from most time periods. London you can find ones a thousand years old online and updates through out the centuries. The more modern areas, good maps helps a lot. 

I also look up dress for the time era and place. Try to keep it looking that way with character creations. Same with how they speak. Looking up turns of phrases. Granted I usually get on a kick for something because I either watched something or read something. So I will use the original inspiration as reference.