When I created my world, I started small, went big, and then filled in the middle. I made the church first, defined the plot devices I'd need and set them in stone (well not quite but the rules that surround them are unalterable) Then I created Rosalie. Now that I had a starting point I went big, defining the world and customs rather than characters and scenery. I knew what problems I wanted to discuss so this made the whole thing a lot more directed and in truth more fun.
As I work in the smaller details, (like naming, I hate naming characters) I'm required to more research. (And since I'm easily distracted I'll start with archery and then perhaps end up reading the mating habits of raccoons.) Anyway, it doesn't seem so much as I'm building a world anymore but learning about it, and that is an amazing feeling.