Pre-written modules, dungeons, and adventures have been around since D&D's beginning. Entire campaign settings have been crafted and shared to the community: Greyhawk, Forgotten Realms Eberron, and Dragonlance just to name a few. Even Matt Mercer's own personal world of Exandria has recently gotten its own source book in Explorer's Guide to Wildmount. These resources are available for us all to use, and in all honestly there very well may be a already made setting out there for all of us, yet man y people do still take the time and dedication to craft their own world and story.

What is your preferred play style? Do you create your own world or do you use someone else's? Do you run your own, completely original stories or do you use a module or adventure? A little of both?

This isn't me looking for anything, I am just curious what other peoples thoughts are. Elaborate and lets start a conversation!

When I first wanted to DM, I started to make my own world. This was an extremely fun and rewarding process but somewhere along the process of learning D&D I discovered the Forgotten Realms. When I say this I don’t first realize it’s a thing, the setting has been baked into D&D for a long time now, I mean I dove down a rabbit hole of lore, stories, and content that absolutely encompassed me.

Up to this point, I tried to run two campaigns that both started and fizzled. They weren’t bad but they all ended fairly quickly. After looking into the Forgotten Realms deeper, I decided to try to run Lost Mines of Phandelver. Doing so ignited a spark that sent the campaign soring and has easily been by best playing experience to date. I didn’t want to adapt the adventure into my own world, and I wanted to stay true to the setting it was taking place in.

Long story short, since then, every campaign I have ran has taken place withing the Forgotten Realms. Some have been published modules, some have been adventures of my own creation set in Faerun, and some have been a mix; taking influence from other sources but adapting it and changing it for my own needs. I have not touched my own world for four years and I have not looked back. I love the richness of the Forgotten Realms and the stories that can be told. I love utilizing pieces of history that have been put in place and referencing great people and places from the setting. Running a campaign this way is no less rewarding than making one from scratch, as I still put in the many hours to mold it together. Over the years it has become my own unique world while still staying true to the Forgotten Realms as a whole.

This is just how I go about my games and I show mad respect for any dungeon master.

I have my own campaign setting (an alternate earth Roman Empire), and I create my own adventures. I am not aware of any published (by WOTC, anyway) modules set in the Roman Empire, and IMO, it is way too much work to "Romanize" what is normally a middle-ages European style setting than it is to just make up my own material. I've done hours of research on the Roman Empire and I work really hard to make each adventure fit into that setting.

This doesn't mean the PCs don't fight orcs and goblins sometimes -- they do. But it's all done in the context of my own world.

I also am trying to work on making future adventures dovetail with specific background elements of the PCs, which you can't do with a published adventure. One guy was abandoned by his parents and is looking for them, for example. Another had his families holding destroyed by orcs and wants revenge. Although one could take a published adventure and tweak it to fit these, I find that building the adventure from scratch to take the PCs specifically into account is much easier and more rewarding.

It also doesn't hurt that I thoroughly detest most of the published settings (especially Eberron and FR) so I have no motivation to use them. As a DM, I would be miserable if I were forced to use the canon stuff. Most of it is not to my liking. (Greyhawk was decent, but they don't set much in that world anymore.)

I use modules and adapt things to fit a world I created.  Winterhaven and Phandalin aren't very far from each other.  Saltmarsh, Hommlet, and Orlane are in the same Barony.

Personally I don't like to run the content put out by WOTC or other people because to me it seems rather railroady. Which is just a byproduct of being a premade adventure, which isn't a bad thing. I just don't like it. I prefer to tailor the adventures to the party and have multiple "BBEG's" that they could end up fighting and depending on the one they choose they could even end up being allies with some of the other potential BBEG's. I used to run all my campaigns in the Forgotten Realms, though. I made an effort to learn the lore of it, but after spending what was way too much time on research I decided it would be much easier to create my own lore and world. I'm currently running my first homebrew campaign set in a homebrew world, now. It originally started as a series of one-shots before I decided the world could be used for a whole campaign. The world did require some adaption though as it was originally supposed to be the setting for a novel I dropped writing.

It's a scale for me 

On one end of the scale there's curse of strahd pretty much the best published adventure that I would totally just run on its own with maybe a bit of replacing to the tarot cards to spread them out. 

On the other end I would never dream of running ToA or dungeon of the mad mage but both are amazing books that can really teach you stuff. I 100% recommend dungeon of the mad mage for anyone who wants to make dungeons in general or wants to have a pool of dungeon ideas to take from