Essayists, like the writers of other genres, should take advantage of all five senses when they create setting, for it is the details that lure a reader into a piece. As you ponder your childhood fear of old basements, evoke not only the basement's dark and damp terrain, but its smell of dust and stale air, the eerie sounds of the gurgling furnace, the texture of its cinder block walls. Make it possible for the reader to not only see where you're at, but to smell, taste, feel and hear it.
Consider Richard Selzer's essay "The Knife," in which he writes closely about opening a patient's abdomen during surgery. Selzer uses lilting, lovely language to take the reader beneath the patient's skin, into the unexpected beauty of the human body. In doing so, he equates the organs to a landscape the reader can see and touch and appreciate. At the same time, he takes the ghastliness of surgery away.
In this essay - at least its beginning parts - the setting has more importance than the actual character/patient. Here, the setting takes on the presence of a character, itself:
"For the first time we can see into the cavity of the abdomen. Such a primitive place. One expects to find drawings of buffalo on the walls. The sense of trespassing is keener now, heightened by the world's light illuminating the organs, their secret colors revealed - maroon and salmon and yellow. The vista is sweetly vulnerable at this moment, a kind of welcoming. An arc of the liver shines high and on the right, like a dark sun. It laps over the pink sweep of the stomach, from whose lower border the gauzy omentum is draped, and through which veil one sees, sinuous, slow as just fed snakes, the indolent coils of the intestine."
In some personal essay types - nature and travel, for example - place is the most important ingredient. In these instances, it stands to reason that the essayist should visit and take notes about his subject matter. If you are a writer interested in these forms, take the time to linger in the location you are writing about. Walk it, talk to the people who frequent it or live there, eat its foods, sleep in it, examine historical documents, touch it, smell it, and don't forget the riches that can be found in photographs, letters, news accounts, movies, and the like. Some essays are made even more effective because photographs or documents are included in the final product.