I'm running a campaign (D&D 3.5, moderately houseruled) set in a world in a classical era. You might compare it to the Han dynasty, or to the Roman Republic--Roman Principate (Sulla to Trajan), in terms of technology. Glassblowing and horseshoes are recent inventions; plate armor, stirrups, spurs, mills, paper, eyeglasses, and compasses haven't been invented. (Well, actually dwarves have developed techniques for forging plate armor, but their methods are secret and the armor is not widely available.)
More important is the general lack of communication: while perhaps the elite have access to magic which allows them to contact faraway lands instantly, the vast majority get their information slowly and never travel far -- travel is expensive, slow, and dangerous. This also means that the players' knowledge of geography is greater than the vast majority of the world's inhabitants: probably you'd know a bit about a neighboring kingdom, maybe you've even heard of the one beyond that, but you wouldn't even know of a country on the other side of the continent.
But it's a common assumption in fantasy roleplaying games (especially D&D) that the world is set in a late medieval period, if not Renaissance. And frankly, I haven't done a great job keeping up the feel. What can I do to keep the feel of my world distinct?