It is the road trip.
Specifically, it is the road trip across the western U.S., throughout which the Winchester brothers handle each and every challenge that comes to them. Mostly. At any rate, I am enamored with the setting they chose.
Specifically, I love that two of the episodes have taken place in my home state:
"Wendigo," S1xE2: There are campers in Colorado and they get killed and eaten! Yay! (Although it is pronounced CU Boulder, dur.)
"Dead Man's Blood," S1xE20: There are people in Colorado and vampires find them and kill them and eat them! Yay!
PEOPLE LIVE WHERE I LIVE AND BAD THINGS HAPPEN! ISN'T THAT GREAT?
At the same time, I like it because it is my experience. My experience is not that of what feels like most American movies—I do not live in New York or Los Angeles or the east coast or Vegas or any of the other places that basically sum up America. (Which isn't an entirely fair assessment; I'm sure there are a lot of people who live in those cities who still feel like it's a poor representation of what life is like in the city either because it isn't that romantic or because not everybody is a white straight rich person. The point is, movie settings alienate us sometimes.)
But I get Supernatural. I have memories of the dinky motels and the mini-fridges, memories of cabins in the woods, of camping. I know that my state is just the backdrop—the general area where I've vacationed is just the backdrop—but I live in it, and I like to recognize it.
It's nice, you know? To have the place where significant battles are fought be a couple hours' drive from your house. Places like New York and Chicago are important because a lot of people live there and everyone knows about them. There's a lot of wealth. A lot of everything. And that isn't to say Sam and Dean never go there, because they do. But at the same time, they have plenty of valid reasons to be on the backroads of the west, fighting against evil simply because it is what they do.
Setting, like so many other things, isn't just a superficial piece of the story. Attempting to write racially diverse characters without considering their cultural and historical backgrounds would prove hollow. A plot lacking nuance is what makes us drop our stars. Likewise, a setting doesn't work unless it means something to both the characters and the audience.
To the characters, the west is an untamed land. The small-town vibe, community. The need to own up to one another. Sacrifice. Riding an Impala into the sunset. It's almost like Sam and Dean are cowboys, in some ways, righteous gunslingers who fight off the villains with all they have.
And to me, I just like it because it's the America I know. Talk to me about mini-fridges, car maintenance, the hot sun. It's just nice. And it's just different.
Thank God bad things happen here.