It depends on the story. If it's all contained in one town/city then I try to explore different stores and areas that would be in a town or city. Local shops, parks, side streets, the works. I usually use where I live and surrounding towns as a base unless it's a location specifically inspired by a certain city. The overall goal is to explore slowly and methodically to give that one town life.
If it's a story with multiple different locations, then it's honestly a bit easier. I get to explore different biomes or locations freely. Fields, Cities, Deserts, Temples, Oceans, the Underground, etc. Like different movie/tv/game genres for each locations. One place could be High Fantasy, another is Futuristic, then Horror, then Natural. For me, it all depends on the tone of the series and any potential inspirations I can call upon. With my current story, locations were one of the first things planned on, but even then I've made subtle changes to better fit the story flow since individual locations are an important aspect.
In short, I either focus in on one macro location and explore the micro within, or I have no focus and can freely alter locations to have a wide variety of locations.