Using color design to give atmosphere
Pictured above is- wait, that's not an anime!
A great example of this extending over an entire show is Tamako Market. The show as a whole has a very lighthearted atmosphere, and its vibrant colors are a key part to it. The Usagiyama Shopping District is a very exciting place, and it's made so by the colorful decorations, along with the characters within it. However, the sequel movie, Tamako Love Story, takes an entirely different approach to color. As a romance between childhood friends with frequent flashbacks, it opts for a more nostalgic color scheme. The colors as a whole are more subdued, with the usually vibrant shopping district appearing more realistic. Some scenes have desaturated palettes reminiscent of old films, while others have a very warm feel, with the sun setting in the background. All of the schemes used make for beautiful scenes, and they all work excellently with the main themes of the movie.
Tamako Market on the left, Tamako Love Story on the right.
Designing settings with purpose in mind
However, rules like these don't just apply to science fantasy. In fact, an even better example of this type of setting devotion is K-On. (K-On, you say?!) Believe it or not, K-On goes to great lengths to create a realistic environment, to the point where most outdoor places throughout the show are exact copies of real places in Japan (and London if you include the movie). It all has purpose, of making the locales of the show believable, which along with the amazing characterization, keep everything grounded in reality. Slice of life shows don't always have very interesting settings, but the sheer amount of detail in K-On's otherwise normal school makes it something truly memorable.
K-On! on the left, Real Life on the right