Make it Meaningful
Setting can pull double duty by symbolizing something to your character, good or bad. Is it a place of safety, or discomfort? Does it stir up old memories? For example, if a character accidentally started a fire in his cooking class and it led to a school evacuation, if he returns to the classroom a year later, the echo of embarrassment will return. Knowing your character deeply and understanding what might bother them (or put them at ease if it serves your purpose) allows you to pick a Setting that will encourage your desired emotion to build. This can help increase tension during the scene.