I'm not sure the setting influences the characters. In other words, it seems unlikely to me that Shakespeare (or any playwright, for that matter) would have created these settings and then decided how they will impact the characters. Instead, let's think about how the characters' actions fit (are suited or appropriate for) the settings.
At Senor Baptista's house, the dynamic is clearly dominated by Katherine. She is tyrannical and in charge, and her father and sister clearly live in fear of her. When Petruchio enters the house, the balance of power shifts, but Baptista and Bianca still have no control.
At the church, Katherine is no longer in control of her circumstances, nor is Petruchio. This seems to be Baptista's domain, to some degree, as Katherine is subdued for once and he thinks he's doing what she wishes--or at least he's convinced himself of that.
The journey is a setting unto itself, full of mud and rain and whatever other elements could be gathered to conspire against Kate. Though we only hear about this setting, we can appreciate the fact that even the elements are attempting to tame the shrew.
Petruchio's house is a disaster. It's a poor man's bachelor pad, suffering from the neglect of both poverty and lazy servants. This is clearly Petruchio's domain...but not for long. As Kate figures out his "taming" strategy and begins to play along, she also wins the hearts of the servants and makes his home a place where she can live and love.
The journey back to Padua is also a setting; once it worked against Katherine, but this time she mastered both the sun and the moon, so to speak.
Finally, they return to Kate's father's home. It has now become a more neutral setting, suitable for the wagering done in the final scene.
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