Sounds like we have enough to go ahead with this...so, something not drama ridden.
How about if I describe two settings, and everyone votes on which one they'd rather do. Or if neither is attractive, suggest an alternate setting.
Setting 1: It's the 1920s. The Great War is behind us, and everything looks great. Technology was given a big boost by the war, and hardly a day goes by when you don't see passenger and freight dirigibles in the sky. Submarines ply the depths of the ocean, and now and then, some misguided scientist turns his genius against the world. Pulp adventure.
Setting 2: The Empire controls all of the civilized world through its military force and magical expertise. So the misfits, outcasts, explorers, and visionaries come to the island of Artesia. Separated from the Empire by a mountain range filled with goblins, orcs, and other nasties, Artesia is the last frontier in a rapidly taming world. The only other city near is the coastal city of Triumph, situated on a peninsula north of Artesia. Triumph carries too much of the traditions of the Empire for most Artesians, and tends to dominate trade with the Empire. Heroic fantasy, combination of urban and wilderness settings.