I've found that for the purposes of creating the setting, one of the most interesting methods is the "pick an adjective" method described somewhere here on these forums (sorry, I don't know who it was and can't sem to find the thread). In any event, the gist of it is that each player gives you an adjective (or noun or simple concept) that describes their impression of the apocalypse. Those adjectives, taken together, describe the setting.
You can even give folks a veto if need be (like if one player says "zombies," and another player wants to do somethingelsepleasegodanythingbutzombiesthey'vebeendonetodeathseewhatIdidthere).
What's cool about this is that it's different every time. And sometimes players will really throw you a curve ball, which is great fun to incorporate. Using this method I've run three different games with three radically different Apocalypses:
Barren, Lawless, Empty, and Violent - this one started out straight up Mad Max, but ultimately the psychic maelstrom turned out to be the result of alien intervention, and it wasn't clear whether the the no-longer-present aliens were the cause of the Apocalypse or its cure.
Moldy, Green, Cloudy, Fiery, and Animal-Infested - this setting was a wild, overgrown, vermin-filled Apocalypse where it drizzled all the time and the sun rarely shone. In order to fit in "fiery," the area's primary industry was built around coal. The hardhold had an old coal gasification plant, and constantly belched out soot. Similarly, flames and furnaces were used to dry big piles of desiccant used by pretty much everyone to keep the creeping damp at bay. And in this one the psychic maelstrom seems to have something to do with a breakdown in the linearity of time.
Haunted, Scorched, Hunted, and Flashy - That last adjective was a total curveball, but really ended up setting the tone for the game. It took place in this technologically advanced city (powered by an aging Tokamak reactor) that was the last, desperate hold-out of a bygone golden age. The city sat amid a mostly trackless, blasted plain, but inside its precincts it was all neon and glitz. The Chopper decided his gang's bikes were electric and radio/acoustics played a big part in the Savvyhead's workspace. And outside the city, everyone lived in fear of the Ghosts, incorporeal creatures that were drawn to sound and seemed to hunt humans.
I feel like this is a great way to "ask the players" on one of the very most basic facets of the game. And since each one is contributing something, everyone has buy-in to the setting. And from an MC perspective, it's a great challenge to incorporate all of of that into a cohesive whole.