While there are a number of ways to establish the tone, theme and style of a campaign, the quickest, most efficient and most memorable way may be through the primary villain you use. Piggy-backing on yesterday's post about play styles, you can look at villains and see how this inherently plays into establishing the tone for everything that follows. Here are three examples:
Grim-n-gritty. An embittered fly general wants to bring about the rebirth of the great Fly empires of the past. He has managed to pull a dozen petty warlords under his sway, has used a new street drug popular in the seedier cities such as the garbage can and throughout the junk yard to finance his re-emergence, and has actually recruited a ladybug double-agent to serve as his head of intelligence, giving him sudden knowledge, power and resources to build a military infrastructure quickly. The ants are sent to take part in urban warfare among gangs in the junk yard, hoping to infiltrate his network and hit him where it hurts, breaking down his economic supply lines and upsetting his intelligence network.
Medium (about where the comics fall). A cruel centipede warlord and master of the martial arts holds an underground contest (of the martial arts) to declare a champion of the underworld. His first prize in this contest is a batch of the elixir of life, which will heal even the most grievous of wounds, or bring a fallen ally back to life. The ants enter this contest to win the elixir for their queen, or to keep it from falling into the hands of an enemy.
Seat of your pants. A cybernetic amalgam of two great villains of the past - a powerful hornet commander and a cruel spider assassin - has been reborn through arcane magic. He has gone on a rampage, seeking revenge against all those who worked against him in either life, including the wasp empress, the ant queen, and the leaders of about ten different city states. He has built an army of cybernetic freaks that never sleep, cobbled from the dead and powered by mysticism, marching on an endless quest to ravage the backyard.
All three options belong in the game, but which one you select impacts almost every other choice you make. I write the comics and play the game in the middle setting myself, but I can easily see people adapting it towards either extreme without having to house rule much of it.