In the spirit of the season, I bring you a fantasy world of ice and snow... or something equally clichhed.
Setting: Cold. Cold. Icy. Cold. More importantly. It's desolate. The NYSS from the Iron Kingdoms belong in this setting.
To put this in fantasy game terms, imagine that the evil wizards of FR have won or the voice of a single god resonates above all others in the pantheon. The commoners live in a constant state of fear that someone will monitor their actions or thoughts. My personal favorite rendition of this game world has five-man wizard squads (each proficient in a different type of magic... one of which is divination), patrolling the streets and people going about their dutiful tasks without much clamor or aplomb.
The streets are eerily quiet, with the occasional sound of horse hooves or a blacksmith hammer. People sweep outside their shops, in a steady, unobtrusive fashion. Etcetera. Since there are a lot of world designs here, the strength of this setting eminates from the pervasive tones of oppression and overpopulation (i.e. human life is meaningless) so feel free to develop this world in whichever direction best suits your game-style.
Rules: A single race, class, ideology, alignment, or concept dominates the world. Depending what side of the law the PCs are on, this would determine the party make-up. Nothing would be outlawed, but I can't imagine gnomes being very useful in this setting. However, bards would finally have a role in this kind of game.
A bard PC on the side of "law" would be a mouthpiece of the system, while a PC on the side of "chaos" would be a proponent for change, speaking out against the establishment. The DM could even develop a system for "spreading the word," based on the ruminations of the PC bard.
World Logic: Law is everything. Obeying the "laws" (whatever they are) is tantamount to staying alive. Either through fear (in an oppressive Orwellian state) or mediocrity (in Harrison Bergeron). An exceedly fun game of DnD would involve a world where the laws are difficult to follow, but perhaps not to the point of being Paranoia.
Missions: Depending the role of the PCs adventures can revolve around either freeing "creature-kind" from oppression (ala terrorist acts) or squashing it via some pro-national commando raids (ala Equilibrium). Alternately, adventuring (and the art of dungeon-delving) could be a highly taxed enterprise requiring permits and tarrifs. All kinds of other laws surrounding the "venture" of adventuring could be imposed as well. Imagine PCs allowed to only keep 10% of what they take... how's that for a change in the adventure landscape?
DM Advice: Oppression of the masses is important here. Communist nations thrive when the people are
Preying upon the more preternatural of emotions is sure to keep the populace in check. PCs raised in this world are going to become either ambivalent or angry.... or part of the system. Keep that in mind when building a fantasy world of Boltzmen bent on keeping free thinkers in line.