An incredibly comprehensive site is Patricia Wrede's Fantasy Worldbuilding Questions. Since it's written for fantasy, it includes magic and so forth, but whether your story has a paranormal element or not, there are tons of questions about geography, social structure, political structure, economics, flora and fauna, ethics, the legal system, and a whole host of other topics. A writer who knows her world well enough to answer all these questions will undoubtedly create a believable world.
Need to see a map of your world? Holly Lisle tells us how she goes about generating a story map. I tried it and her techniques do help, even us artistically challenged people. (My son redrew my map, thank goodness!)
Did you know 100 stone equals 1,400 pounds? 3.52 Japanese koku? 19.48 Roman centumpondus? Here's a conversion table for mass and weight.
Other than character-building, I think worldbuilding is one of the truly fun aspects of writing a story. There are lots of good sites on the topic on the internet--a veritable candy store. Don't be afraid to use techniques of other genres, or to twist someone's technique to fit your own style and story.
Coming soon: Faery Special Romances