SMOOSH JUICE
The Patchwork Kingdom Crawl

As has been pointed out before, the kind of frontier envisioned by old D&D owes more to Westerns than it does to the Western European Middle Ages or most of the fantasy works in the Appendix N. The modern idea of the “points of light” setting is perhaps closer to these things but still tends to miss the mark for many sources of the game’s inspiration.
There’s another option that shows up often, in disparate places from Le Morte d’Arthur to Star Trek, and many works in between. We have heroes wandering from one place to another, perhaps with a goal, perhaps not. These places are more or less civilized jurisdictions, but they have unusual customs (from the perspective of the protagonists) or eccentric or antagonist authorities. While one of the examples I mentioned above describes voyages covering a significant amounts of territory, some fairy tale-ish or picaresque stories (like Oz novels) do the same thing over a much smaller area: A patchwork of fiefdoms or petty kingdoms. The sort of campaign that could easily be made from a map of Holy Roman Empire:
This differs from the points of light setting in that there really isn’t a distinction between wilderness for adventure and civilization for safety. In fact, the challenges of the wilderness in such stories may be much more limited than the challenges of civilization. The various eccentric monarchs and humorously dangerous social situations Manuel finds himself in in Figures of Earth are good examples, as are the strange and isolated cities John Carter visits in his wanderings across Barsoom.
The advantages of this sort of setting to me would be that it’s very easy to work in all sorts of adventures from social conflict and faction stuff to traditional dungeons and overland travel.