Even more important then world building and campaign design is Adventure building. Like the chapters of a book, these hold your campaign together like glue and will be the primary source of fun and amazement. Now what specifically could be an Adventure? Well mostly anything, you could have one of the PCs long lost relatives show up and have them be an evil necromancer who is bent on killing and raising his family members as undead abominations to replace the family he never had. That same idea could be tweaked however you like! That same family member could be a ship captain, who just lost her ship and needs help from the party. Anything will suffice, just try to be creative and have fun with it! The most important thing to remember is that you must never "forget" people. Its always interesting when an old ally shows up just in the nick of time to help the party or an old villain make his presence known again.
The Adventures can all be a part of the same overall story, or it could be a loose collection of various stops on a journey. It really makes no difference but be sure that its fun! Your Adventures can be as interesting or as serious as you like but remember that variety is the spice of life and adding unexpected elements will always make your group appreciative of you and might even get you some free pizza!
A Personal Note:
Recently my group has started a new campaign that I basically came up with while bored at work. I'm drawing heavily from a premade Adventure but I wanted to point out that using a premade Adventure is always fine. You can use the adventure, word for word, or you could use it as a set of guidelines (like I have) and make it something all your own. There is really no way to mess up or do something stupid as a DM. Just remember that its not your mission to kill your players, Its your mission to provide an environment where they get themselves killed!