By incredible settings I mean where the setting complements the story very well or overwhelms the story to the point that only the setting matters. I'm reading Antartica by Kim Stanley Robinson. It's slow going -- I feel like I need to be a glaciologist or a geologist in order to understand what he is trying to say.
Weight of Water by Anita Shreve - this was a novel where the setting was necessary for the story and complemented it well.
Shipping News by Annie Proulx -- in the end I didn't really care too much about the characters but I liked the description of the Newfoundland coast and for me it overwhelmed the story.
Gypsy Man by Robert Bausch -- this was a wonderful story with vivid descriptions of life in rural Virginia and incredible, incredible voices.
Bourne Identity, and Bourne Supremacy by Robert Ludlum -- again good complements to the story. In Bourne Identity, great descriptions of Zurich and Paris and in Bourne Supremacy, Hong Kong.
Tony Hillerman novels