Border Wardens: The Benefits of a Border Setting

Some people might dismiss a Borderlands-like setup out of hand because the sheer number of gamers who've gone through this type of initial setting has made it a trope (and in some cases worse -- a cliche).

But there are many benefits to this type of setting; here are few:

1. the law is only as strong, and is as omnipresent, as its enforcers -- A lot of new players, especially those that tend toward the 'game' side of RPGs, rather than the 'story' or 'roleplaying' sides, focus on racking up kills. In a city, the city watch will not countenance rampant (unsanctioned) criminal activities -- especially activities witnessed by citizens. On the border, the representatives of the law are stretched thin, cannot see everything, and certainly will only expend resources to hunt down fleeing criminals in extreme circumstances. This can cut your players' character some slack in the early days of gaming, before you lay down the law.
2. the wilderness has a different set of rules, a different kind of justice -- On the other hand, this deficiency on the part of the reach of law means that other sentients besides the players' characters can also take advantage of lapses and weaknesses. And things like honor, reputation, one's word, friendship, family, and vendetta are things that are not taken lightly by humans and demi-humans struggling to carve out their existences in the wild.
3. the border is a wild, unexplored, unpredictable reality -- Few records are kept, most knowledge is based on limited archives, rumors, and stories from travelers and adventurers who saw things days, weeks, months ago. And on the border, where boundaries are blurred and negotiable, where the bold venture out to better their fortunes with cunning and might of arms, where wielders of strange magics may walk, where travelers from other lands may arise, and where prophets of strange gods may yet be found, few things can be certain.
4. civilization is a distant, ghostly memory -- If unwilling to read up on the main empire or civilization
   
   (or one hasn't been chosen yet), then the DM can paint it in the broadest terms, with a few choice details to keep it from being a very vanilla fantasy setting. Here at the edge of civilization, where everyone may have a different (and perhaps utterly flawed) view of the politics, economics, customs, and players of the capital, you can shape your world as you desire. If you ever finalize things, your players can find out the hard way, on the road to the capital, how badly they've been misinformed. And isn't that how a lot of these rural, farmland-based chosen one heroes in many a fantasy novel find out about the world anyway?