Yes, it is more work for the GM up front, but I find it more rewarding. I've found creating my own 'player's guide' to the campaign is very helpful for the players to design their characters. GURPS does so much with allies, dependents, contacts, etc., and without some knowledge of the setting, the PC's can't do much there. I also put together cheat sheets for players who took skills like area knowledge or history, giving them some tidbits that the other players don't. I started out making maps, which were either more or less detailed depending on what you'd know.. so one character knew that the big capital city was 100 miles to the southwest beyond the Storm Hills.. where the less enlightened character maybe knew the name of the capital city but that was it.