First things first ... yes, I'm fully aware that favoritest is not a real word. Now that that's out the way, we can on to the topic at hand. Story setting. Some writers like to use the same setting for each book or story; usually this is because the books are in a series (like the Harry Potter series) and sometimes its a shared setting for all the (not necessarily related) books that they write (Terry Pratchett's Discworld is like this). Some writers like to make up their own world, essentially giving them full control over all the details, without needing everything to make realistic sense. Others (I'm firmly in this camp) like to use the real world as the backdrop for their stories, because you and I and everyone else knows how things work in the real world.
Or at least in theory we know how they work.