World-building, for me, is hard. I know some people can spend all their time doing nothing BUT world-building and coming up with millennia of history and entire books of lore, but I just can't seem to do that - all those little details escape me. Even if you're only doing a small portion of one, you have to include geography, climate, economics, and sociology (basically: where is the place located, what kind of weather does it have, what kind of coinage and industry does it have, what kind of people live there, their culture(s), and their relations with/to each other). If you want to get more in-depth (or have multiple races), you'll probably also need to delve into theology, biology, botany, linguistics, and politics.
If you want to do a whole world, you have all of the above, plus possibly astronomy, geology, and a few other sciences I'm sure I'm forgetting. And that's just dealing with the realistic stuff - if you throw things like magic or fantasy races into the mix, that's another can of worms entirely. Sure, you can skimp on a few of those - the flora/fauna probably won't differ much from Earth's, it'll have one moon, and who cares about the other planets? - but if you want to make a living breathing world, you still have to pay attention to where the story takes place, and what kind of tech level said location has.
This means research. Lots and lots of research. What kinds of metals would a fantasy culture reasonably be able to smelt? What kinds of flora would you find in a given climate/altitude? What would be the effect of multiple moons on an Earth-sized planet? Want to include technological advances like the printing press, clocks, gunpowder, or telescopes? Might be a good idea to find out when they were invented on Earth, so you'll have some clue about the level of tech at the time (i.e., would it be possible in your world?).
(At this point, you're probably thinking: If it's that hard, why the hell would you want to create an entire world, as opposed to a few nations or a continent or two? That's a very good question. See, the plot I'd come up with required the characters to travel all over the world trying to recover a bunch of magical artifacts before the bad guys can use them to perform a magical ritual that would cause a world-wide cataclysm. I've often wondered if I'm biting off more than I can chew, but the more I work on this world and the plot, the more things start to fit together, and the more confident I feel about the whole thing.)
So, as far as my world went, I wanted to make it near Earth-sized, for the sake of convenience. As I noted before, I'm not very good with drawing my own maps. I found this site when I started looking for random world generators. It's mainly geared toward RPGs, but it has all kinds of neat stuff that writers can use too: a calendar (accounts for up to 13 moons, plus adjustable weeks/months), several "random xxx" gens, a demographics calculator (if you're feeling lazy, or it doesn't really matter), and more.
Anyway, the world gen has a hex map option, which is what I chose - the characters in my first story would be travelling a lot, and I wanted to be able to measure how far they were going. Also, since I couldn't get exactly the world I wanted the first time out, I had to sort through dozens of worlds, picking out landmasses that looked good and pasting them into a separate file - hexes made it a lot easier to align everything properly.
After a bit of work, this is what I ended up with (note: I did this in MS Paint, since I don't have Photoshop; I was also very inexeperienced with Paint, so I learned a lot of things along the way. More on this later). I was so stoked to have an actual, honest-to-god map that I immediately made smaller images of the continents so I could have separate maps on which to write stuff, then took it down to my local print shop and had them print it all out, because I didn't have a printer (It wasn't that bad: around 6 USD for three 11x17 inch (A3) maps and three 8.5x11 (A4) maps). That map is around 4400 miles (7100 km) high by 10,200 miles (16,415 km) wide.
So I was all excited, took my stuff home, and started scribbling on it - doing borders, cities, and such. It was about that time that I discovered Paint will let you add text to an image. Mind, blown. I'd thought MS Paint was pretty primitive and wouldn't allow me to do something so high-speed as that. It actually allows for a wide range of stuff - you can add shapes, obviously; text (in all kinds of fonts, sizes, and formats), and you can even invert/flip part of the image (don't like how that land mass looks? Flip it around!). If you don't use a hex map like I did, you can even resize your landmass(es).
It wasn't until after I'd gotten all the nations placed that I started to wonder about little things like climate - for that, I needed latitude lines so I could figure out where everything lay. This site helped me to figure out how far apart the latitudes lay - it also helped me to realize that my "world" was far, far too small - what I'd thought was 90% the size of Earth was actually about 30% (the Earth is roughly 25,000 miles/40,000 km in circumference). Oopsie. I mean, sure, it could've worked if only wanted to use PART of the world, but I had to use ALL of it (for reasons I will explain in a later post).
So, it was back to the old drawing board. My map was limited in size because I didn't know that you could increases the size of the drawing space in Paint (also, the continents were really too small - the easternnmost one, for example, is the size of Tajikistan). Once I figured that out, I was able to make it exact size I needed. Another dozen or so iterations through the map generator, and I'd come up with a bunch of new (larger) continents, and I eventually ended up with this.
(Side note: While using a random map generator is really handy, you have to pay attention to the landmasses - the program will sometimes duplicate certain landforms. I found a pair of continents (large islands the size of Greenland, really) separated by a strait and thought "Cool! I wanna use this!" so I dropped it into my map - one island on either end (they're separated by the meridian line). Two weeks later, I was looking at the map while working on some other things and realized that they were mirror images of each other. *sigh* On the bright side, I found a new continent that actually fit better.)
Edit: You might have noticed my map is rectangular. Planets are (semi-)spherical - when maps of the Earth are laid out flat, they round the upper corners to simulate the smaller diameter of the planet, something I forgot about, so I had to move my NW continent over a thousand miles or so.
* Donjon: The aforementioned map generator/random everything generator site.
* D20SRD: Another version of the map generator; same software, just runs a little faster.
* National Hurricane Center Latitude/Longitude Distance Calculator: Just what it says - plug in two coordinates and find the (approximate) distance.
* Circumference of the Earth at given latitudes.
* Worldbuilding Stack Exchange: "[A] question and answer site for writers/artists using science, geography and culture to construct imaginary worlds and settings."
* World Climate Index: Climate info for 149 countries. Handy if you're basing a nation on something real-world.
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