I usually just designed my own settings and worlds. We tended to play fairly loose with some rules and had a bunch of custom tables and rules and stuff. Honestly, I almost prefer that part of it to the actual playing. An old friend of mine and I years ago actually started working on our own roleplaying system, but we ended up moving away and getting busy with life and stuff so we never really finished it. I think most of it's still sitting in my boxes full of random d&d stuff.