I like an interestingly constructed world, (in my genre fiction that is) like I would sit down and read a d&d setting manual cover to cover and be happy.

Somewhat paradoxically I also love a good potboiler, a rapid pace that I can't put down. I don't know that I can put my finger on any particular features that make a book like that for me, but I love a good immersion book.

I think one of Neil Gaiman's books opens with just that "the sky was the blue of a television turned to a dead channel", as an homage. Neverwhere maybe?