Some authors skate passed world building by throwing us into a set of elements we all already know--the Tolkien or Dungeons & Dragons world. To my mind, this is lazy. It is stealing a world and plugging it in.
I already spoke a bit about world building when I spoke of integrity, though integrity also includes character and plot.
In order to become involved in a world in a book either as a reader or a writer, you need to think like an anthropologist. Anthropology is a social science that studies human cultures. An archeologist is an anthropologist that studies dead worlds, as an example. An anthropologist would study a world, and see how the pieces sensibly put together to create a whole. Do sexual mores fit with the religion of the culture, for instance.
A thorough world building site would be: http://hiddenway.tripod.com/world/, though there are many others. Basically type: "World building" into Google and you will have a wealth of options.
I've already given you a couple of great examples of world building. Hopkinson creates a combo sci fi/fantasy fusion of an abandoned, cordoned off Toronto and the world built within along with vodun/Yoruba culture and religion. Beagle works within what is basically his modern day world in an urban fantasy long before anyone coined that term. Most of the world is the same. He just adds in a talking raven and ghosts.
The big key for a world to work seamlessly to me is when you ask the question, how much world is enough? As much as you have lazy worlds that don't put much thought into it, some authors put way too much thought into their worlds, or rather into their stories. These authors spend so much time on their world, it can engulf or glut their stories. If the story doesn't involve it, I see no reason to write about all of the political machinations of a government that plays little role in the world of a shepherdess climbing a haunted mountain in the middle of nowhere. She doesn't care and probably doesn't know.
And that's the heart of it. As I beat this horse way past dead and into rotting, character is key. Maybe the writer makes up the whole world, but a clean, streamlined world building all surrounds one thing: The characters and what they encounter. So yes, I'm back to that. Character, character, character. Anything that touches the character should be well fleshed out, even if in the book it comes down to one, single line that enriches our ideas of the story. However if the characters don't need it, never come in contact with it, we don't need it either.
Look at some of your favorite books and their world building. Usually, unless you are a world aficionado, with good books, the world building sneaks in so elegantly that you didn't really notice it until I asked you to.
Tell me about your own favorite cases of world building.