Constructing a new world filled with interesting climates, cultures, and characters is a lot of fun, but it also requires a great deal of work. There are so many details to attend to in order to keep everything fresh and interesting. One of those many details is the societal values of your various cultures.
This is something that has always been prevalent in sci-fi and fantasy, but it really didn’t hit me until I started playing Mass Effect. Each of the alien races have a certain defining characteristic, a societal value that defines them as a culture and/or species. For the turians, honor and responsibility. For the asari, it’s diplomacy and psychic awareness. For the salarians, it’s scientific achievement and espionage. For the krogan, battle and conquest. Granted, part of this distinctness comes from being nonhuman; many such races have an overarching characteristic that gives people a starting point in order to relate to them. But even human cultures and societies can have a defining value or values.
For example, in my own world of The Mariner Sequence, I have three human races. The Kraggards are based off of Viking culture, so they have a strong warrior code that values personal advancement through combat. The sub-tropical Suthlanters are more political, valuing wealth and comfort that is gained or kept through blackmail, espionage, and assassination. The Mariners value independence, security, and conservation of resources, a holdover from the years their forebears spent on great sailing ships in the middle of the vast ocean. A humanoid race in the world of Marina, the Faastani, value family, good cheer, and a good bargain. Obviously these traits vary from individual to individual, but the societies when taken as a whole show through their actions, rewards, and punishments the things that they consider valuable. When a society rewards initiative or punishes those ask questions, you can see if the society values individualism or conformity.
For example, I believe a case could be made that America values pleasure and comfort more than independence or responsibility. China could be said to value conformity and hard work, while for England it would be sexy male actors and tea.
I acknowledge that, in the real world, it’s usually not quite that cut and dry, especially today because of globalization. But if you look back through human history, different peoples or tribes would hold certain values more prominently than others. Trespassing on those values often resulted in harsh punishment or exile. And if you are working with various isolated, hostile, and xenophobic nations or species…you do need to keep those more primal societal values in mind. Do your characters toe the line with those values? Do they take them to an extreme, becoming a zealot, or do they rebel against them and thus become a threat to the status quo? Does your character start out supporting those values and then change their mind? Or do they start out fighting and slowly come around? The contrast between personal and societal values creates an interesting dynamic, an extra layer to your characters and world.
The Cat's Cradle : On Hiatus! 
I love this entry! World building for me is one thing I love about writing. I like building the characters, but creating the cultures and societies within my worlds is a lot of fun. That is one of the reasons I too enjoyed Mass Effect and Dragon Age. Both of those worlds are amazing and complex. I’ve read all the codex entries for both worlds and its amazing how much detail and time went into the construction of building those worlds.
Most of the stories I’ve written have characters that stay within the bounds of their societies and cultures, but their are a few who break the mold they are placed in and move outside of their respective cultures. I think every story needs that one character in them that does just that, or at least is mentioned because that way you can really explore the idea of what each individual grouping/society/culture would do to an individual who ‘breaks the unwritten rules’. Like you said it really adds to the characters even if your characters aren’t necessarily the ones breaking the rules it would be a tale they’ve all heard, it would be something engrained into their person from being raised in a particular culture.