In The Sun Also Rises, we can look to Paris and Spain as the two most important settings in the novel.
In Paris, the depiction of the life there presents debauchery, vagueness of purpose, and a cacophony of social disorder and messy relationships. No one is perfectly clear on who stands where, though everyone knows everyone else. It is a quite messy little community of ex-patriots in Paris.
Spain stands in contrast to this. The depiction of life in Spain is directly opposite. It is idyllic (fishing and sunshine) and it is orderly (the age-old traditions of bull fighting). There is great dignity to the people in Spain, who constitute a large portion of the setting in Spain. This dignity is lacking in Paris.
Regarding the themes of the novel, we can say that dignity and social striving are both themes in The Sun Also Rises and that the central conflict of the story is expressed in the contrast between Spain and Paris. Jake wishes to attain dignity, despite his physical injury, and to (possibly) lift himself out of the disorder of debauchery around him by clinging to something of value (Brett).
Tradition is not enough, however, and even tradition can be broken, as it is in Brett’s relationship with the young bull fighter. Though Jake would like to take a side, each symbolically represented by Paris and Spain he finds himself jailed in between.
Jake and his friends represent the "Lost Generation" who bore the brunt of and were disillusioned by World War I. Intead of the peace and prosperity promised by the technological progress and Enlightenment thinking of the 18th and 19th centuries, they faced the pointless carnage of a world war. Paris represents the meaningless of modern life: Jake and his cohort float isolated, atomized and alienated through this capital city, emblem of the modern world. Spain, and in particular Pamplona, with its running of the bulls and virile bullfighters, represents a throwback to a more ordered and traditional way of life. If Jake, representative of modern man, is both physically, from a war wound, and spiritually (he goes to a church but can't pray) impotent the young bullfighter Romero represents, like Pamplona, virility, a fulfilled life, and unquestioned, traditional morality, as seen in his desire to marry Brett. As the novel says, "Nobody ever lives their life all the way up except bullfighters.” However, while characters like Jake and Brett can go to places like Pamplona, watch and even consume pieces of that world, they can't ever really be a part of it. A place like Pamplona only reinforces their alienation.