I'm with SG on this one, sort of. What has been working for me is to develop my area of interest (region) then figure out how that fits into the world and come up with the rough details for that then zoom out even further to the cosmos level and define that some...then back in to my region to see how these wider developments might affect it.

I tend to develop (anything) using a sort of iterative process and I like to see the various levels of detail progressing in tandem - focusing on my main area of interest but, at the same time, keeping the big picture in mind and filling in details as I need them.
M