I think that the various other worlds should be randomly generated and have a large amount of variety. The home of various deities, for instance, should be realms with some relation to they're spheres. A deity of caves would have, of course, a cave-like realm, a deity of war might have a mighty fortress, a deity of dreams would likely inhabit the realms of dreams and so forth. There might be multiple hells with various attributes, one might be very much like the one we have now, others might be twisting realms of chaos, another might be a jungle filled with various terrible monsters... There might be elemental planes like earth, fire, water, air and less classical ones, such as mineral (aka dwarven paradise), wood, ice, and even weird ones like flesh or petrified wood.