Any setting you really want to write about and haven't?
Everywhere I haven't already written about.
I've got this little curiosity problem. Or maybe it's a focus problem, I'm not sure. What it really is, is just a variation on the grass-is-always-greener effect that essentially makes you believe that the next story is going to be far more captivating, more brilliant, and a better use of your voice and talents than the one you're working on, the one you signed a contract for, the one the editor is expecting.
And if you can just put it, you know, someplace else, so much the better.
I write books set in rural Missouri. First my Stella Hardesty series, and then the young adult novels that followed - they take place right in the heart of my home state, populated by characters I remember from my growing-up years, ringing with the voices inscribed on my memory. I didn't travel much as a kid - aside from annual trips to the Pennsylvania grandparents and a memorable family oddysey to Our Nation's Capitol when I was 12, my world stayed very small. i went two states over for college, but that didn't get me out of the midwest, and frankly small-town Indiana isn't all that different than small-town Missouri.
I've taken a spin or two around the globe (well that's putting it a bit grandly; I've made it as far as Europe, plus an ill-advised spur-of-the-moment Tijuana run during a long wedding weekend - not mine, thank heaven) and visited a fair number of states, but I still usually feel like the rube, the bumpkin, among my well-traveled friends. Since most of my friends are writers, I have a big old case of setting-envy when they go building beautiful tales set in exotic locales. (hrrmm hrrmmm becky hrrrrm.)
A number of years ago I wanted to enter a contest that stipulated that stories had to be set in Australia. Australia! I knew next to nothing about the place - only travel-poster impressions. I went into the cave for a long weekend and researched my ass off (something I hardly ever do) and wrote a story I am still very proud of.
I'd like to do that again, but in longer form. I kind of liked how that worked, where the location wasn't up to me, where it felt like a gift. In fact, it would be okay with me if my next book contract worked something like the Price Is Right Showcase Showdown....where I pass on the first Showcase (everyone knows you have to pass on the first showcase, which is going to be a dinette set and a year's worth of hamburger helper and a trip to the Wisconsin Dells) and then Bob Barker - the young Barker, the man of my memories - comes out and says "Heeeeres...your....NOVEL!!" and the pretty ladies come out holding a giant tourist photo of...Madrid. Or Greenland. Or Tennessee. Or anywhere, really, than I haven't been.
Meanwhile, I'll just keep building my fictional small Missouri towns. Which is nice in its own right - they know me there.