Maps and Miniatures
You can also bring the setting alive by describing sensory details like sounds, smells, temperature, and 3D elements that aren't represented on your map. Describing the echoing ring of a bullet rebounding off a carbon shield, an errant sonic scream spell that shatters all the bottles in the cantina, and the like makes the game feel more alive.
Placing miniatures on a grid can make it feel like you need to be exacting with the rules, but there's still room for improvisation! You might give another 5 feet of movement to someone running downhill if it will make their turn more dramatic. You're empowered to give players minor boosts that fit the story you want to tell and to fill in nuances of the location beyond what appears on the map.
Cover
Splitting and Combining Movement
This typically works only for chaining types of movement together. Doing something like Interacting to open a door or making a Strike usually arrests movement long enough that doing so in the middle of movement isn't practical.