RPGs work by creating an immersive experience via the theater of mind. You can set the mood with nothing more than your voice and your players' imaginations if you employ the techniques outlined in narrating the scene and setting the scene. Even so, there are a variety of tools that can help ease players into the right frame of mind, and you should use any and all of them if you have the time to prepare.
The first and most important tool in your immersion arsenal is music. Whether you're playing in-person or remotely, having a well-organized library of playlists in the background can elevate a monologue from cool to genuinely inspiring, or a dungeon from creepy to nail-biting. If you're playing remotely, ask players to don headphones in order to isolate their attention. The key with playlists is to be able to switch between them easily, so when you're about to stage a combat you can switch to your combat list, or if you anticipate a sad downtime, queue up the orchestral music.
Preparing physical props can be time-intensive, but their physicality can help underscore the importance of certain discoveries in theater of mind play. For example, creating a burnt parchment with an auspicious prophecy written on it immediately signals to the players that this discovery is important because you took the time to create a prop. Similarly, using physical props (like plastic gems or playing cards) to enumerate mechanical aspects of the game draws attention to those mechanics—if there is a "stress" mechanic for example, handing players physical tokens to represent that stress is a physical reminder of their proximity to madness.
Maps don't need to be convoluted, Lord of the Rings-style masterworks of cartography. In fact, starting with a map can be problematic for a host of reasons (one being that you get sidetracked by trying to fill it with extraneous stuff). First of all, you need to ask yourself if you even need a map in the first place. Does your campaign take place with the PCs galavanting across the whole world? A single content? A single city? A district? Do the scenes even map to locations that the PCs need to keep track of in terms of their physical relationship to each other? If the answer to these questions is no, regardless of the scale of the setting, don't bother making a map as you're wasting precious prep time.
The value of maps, like physical props, is that they help underscore the importance of certain concepts in theater of mind over others. If you have a city map, you want to place points of interest on the map that you'd actually enjoy running as a scene, not arbitrary blacksmiths and alchemists that are just there because it makes sense geographically.
Using Visual Aids
Images of NPCs! Images of points of interest! Images of monsters! You can go crazy collecting artwork to represent anything and everything you narrate in the game, but be careful: the more you depict with visual aids, the more you detract from the theater of mind experience.
Use images sparingly, and consider the genre of your game. For example, a lighthearted sword and sorcery campaign might benefit from depicting a slovenly, slack-jawed bandit when the NPC is first introduced—the image is an invitation for the PCs to rag on him and for the whole scene to be played for laughs. But if your campaign is full of psychological horrors and introspective downtimes, depicting those horrors might detract from the mood, because they'll probably fail to live up to whatever the players are already imagining.
Using Voice Changers
Voice changers are harder to pull off in-person, but in remote play they're huge fun for boosting immersion. The software is relatively easy to install, and you can switch between voices during play by pressing a couple keys on your keyboard.
The technology has improved so much that you can emulate everything from male-to-female and female-to-male voices to ghoulish gurgling and dragon screeches with little effort on your part. One extremely popular software is Voicemod, that offers preset voices and soundscapes you can use seamlessly in remote play.