Production Design
Shot on Location on 35mm Film
Steven Spielberg wanted to evoke the feeling of 1930s serials, but he wanted to use modern filmmaking techniques to do it. The original serials were targeted at little kids and didn't need a lot of money to sell them. Spielberg couldn't plug into that feeling by making it cheap or shoddy; that would only remind us of the lameness, not the awesomeness.
In shooting terms, that meant using 35mm film, which was the dominant style in the dark days before digital, and shooting it in widescreen format instead of the nearly square 4:3 ratio used in movies in the 1930s. That also meant using color instead of black and white (which was much cheaper in the 30s and still used in a lot of films).
That also meant shooting it on location instead of in a studio. Back in the day, they'd do everything in Hollywood: throw up a few palm trees, face the camera away from the billboards, and pretend it was all Darkest Africa. Here, Spielberg went all-out: flying to Hawaii to handle the jungle scenes and shooting the Egyptian scenes in nearby Tunisia. (At least they kept the Himalayan scenes inside a nice warm studio.)
Even the stuff they shot on sets took place in another country: England, whose Elstree Studios also hosted the Star Wars movies. The far-flung production gave it all an authenticity that modern audiences expected while still retaining the larger-than-life feeling that those earlier films had. It's a pretty tough trick, but Spielberg made it look awfully easy.