Personally, I've learned of late to follow the UYFN system.
What's UYFN? Use Your Frickin' NPCs!
I forced my regular group into Eberron a few months ago. (kicking and screaming) It's a world that I really like as a DM/Storyteller, but it's gotten a lot of bad press among old school gamers as "steampunk" or "loaded with extra cheese." I thought the same way originally, but once I got suckered in by reading about options for PCs, I found a very rich background and history to the world. Obviously, I can't expect my players to have read through all this, so it's up to me to set the stage. If I explain all the background up front, then it'll sound like a history class and they won't pay attention. So, I've been learning to drop bits and pieces of background and setting info via the NPCs they run into.
For example: The innkeeper just happens to mention to the PCs that it's good to see business increase again now that the Last War has ended and we have peace--albeit an unsteady and tense peace. And he might mention one of the bloodiest battles the locals saw nearby during the war.
This way, that rich background info you worked hard to create (or someone at game company X worked hard to create) doesn't go to waste, but it comes across to the players like it's somehow pertinent to the story. This gets them to pay attention more. It also allows you to throw a few minor, harmless red herrings into the campaign so that you can do some foreshadowing without having it stand out like a sore thumb.
For example: If a local big battle with foreign troops a couple of years ago is a significant event for your campaign and you just explain at the beginning that "town X has only seen 1 major battle in recent years" then it's kinda obvious to the players that it means something. However, if you have the innkeeper in the town of Mistmarsh mention the recent war and his family hiding for their lives in the stables as Cyran troops looted the town 4 years ago and THEN have the local blacksmith mention that he hasn't had a need to repair armor and weapons since the Brelish army chased out that company of hobgoblins from Darguun last fall, you have given the players some background that they suspect might be important, but they don't know for sure which one might be pertinent. This way, it keeps the story(ies) rattling around in the player's brains.
Of course, the other suggestions about using skill checks to reveal stuff also are good 'cuz it helps the players feel like putting all those ranks into Knowledge (useless trivia) wasn't wasted.
Oh, and I'm a big fan of the NYFN system, too.
That's Name Your Frickin' NPCs!
"The innkeeper" isn't nearly as memorable of a character as "Devlin Sandblade, the innkeeper of The Hag's Bag."
That's just my take on such things.
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i wont make it THAT obvious in my game sessions, but you get the idea.
