Red Sands was the first setting I ever ran in Savage Worlds, and the one I've run the most often in convention games. The premise is simple; Thomas Edison invents an "Ether Propeller" that allows the 19th century imperial powers to conquer the solar system. The original Space: 1889 setting was steampunk before that was a word. Typical characters can include mad scientists, flying ship captains, explorers, anarchists, scholars, and soldiers.
I've liked the Space: 1889 setting since its original incarnation as a stand-alone game, and the feel is very well suited to a Savage Worlds pulp-style game. The ability to travel the solar system as a member of the British Explorer's Society, mechanics for inventing new technologies, mysterious ancient ruins - the setting provides a lot of great tools.
The Plot Point campaign takes the players across Earth and Mars, but there are Savage Tales available for locations as diverse as Antartica and the Asteroid Belt. Space:1889 has one of the largest assortments of pre-fab adventures of any Savage setting I've encountered, making it an easy startup setting for new players. If steampunk is your thing, Space: 1889 is a great setting to run.