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In the past I tried creating a big world, but that only limited myself. It felt as if I had confined myself by borders which would not move. So instead it went better by having a general outline of a few continents, where they were positioned, the regions within and their general nature such as snow or desert or swamplike.

Having a general outline gave me ideas to play with and build up to. It also allowed room for adjustments. Say you're building from the inside to the outside and feel that you're reaching the border of the continent....just simply add a few miles of land if you need too. This I could not do when the entire continent was already set in stone and thus allowed no room for expanding on my story. Forcing me to move in another direction.

So I suggest having a general outline to get the big picture. Draw the general continents, regions and their type of land, oceans, a few big important capitol cities. Then start building from the inside out. Begin with one of the big cities and expand from that as the story proceeds.

Next to that you can create organizations for shipping cargo by land or sea, guilds of various kinds and whatever. Come up with ideas for locations which would be great to use, but don't put them on a fixed location on the map yet. These are just tools for the on-going campaign and they will be put on the map when the players will get there story-wise.

A plot is done similar. Have some big outline which you want to happen or be achieved by the players. Fill the rest in as you go along.

Yeah, first square with your players what sort of campaign you want to play, and be prepared for them to come up with a better idea than yours, then brainstorm a few general points. This works as a taster for your players and means they can't complain that you've just invented another world they have no interest in.

Then decide your starting point, the close-on-hand important features and everything you'll need for the first few sessions. Then think of a few cool places you might want to take the game to later on.

Players love to see maps, it gives them the oportunity to say 'I want to go there, it sounds like fun, I bet there's a pub.' But be careful of putting details on it, they can't be changed if they don't quite fit later on. If you want to give a local map, so the players can see where they are, keep it local. A world map wants to be very vague, you can pencil in your nations and cities, but remember that cartographers didn't always have access to satellite photos, just tell th eplayers it is the map once drawn by a drunken seaman that hangs on the wall at their local watering hole.

Personally I start with monsters/races and bad guys. This usually leads me into themes for certain areas and helps me come up with a sort of eco/economic system for areas based on them. It's pretty simple to make smaller plotlines when you've made the monsters. I usually change basically every race/monster in my game, some just slightly and others more drastically depending on the setting(not necessarily the mechanics, but the flavor is always different than what is presented in the MM); I find this helps make the campaign a more unique experience.