I'll admit it: I'm easily impressed.
When I played Crackdown recently, I was about to start climbing a building when the light went on in one of the windows. Nothing else happened. There were no shadows of people or even lamps or couches near the glass. But it was cool anyway, because it inspired my imagination to believe there was life on the other side.
Active NPCs generally offer the most powerful impression that a gameworld is alive, but you can use inanimate objects and the simplest of looped events to great effect. Window lights, a trail of paw prints next to a trash can, a chair knocked onto its back, an abandoned car with the hood up, a fire burning where nobody is around, a sign with graffiti over it, etc.
The key is that these simple objects suggest actions; that they let the player invent stories to explain a happening. In contrast, the layout of a room or a building's architecture offer information about culture and personality -- adjectives, rather than verbs. If you start the audience with a verb, any related adjectives are much more interesting. A fort naturally hints at a need to guard against enemies, but a fort with a broken gate and charred arrows still sticking in blackened rooftops hints at a recent battle... which makes the threat of enemies more relevant and interesting.
Players already, without any coaxing, want to believe that your gameworld is depthful and alive. It takes so little to feed their imaginations, so fill your world with little things.