How do you establish setting?

I've done this in three consecutive queries and as many novels. I am horrible at telling the reader right away where and when the story takes place. I just realized that I never establish the time of year in Devin's book. Never. Nunca. All the reader ever knows is it's during the school year and warm enough for a leather jacket instead of a coat.

So how do you establish setting, both in terms of time and place, without it being intrusive?

How do you establish setting?