I have divided my cosmology into several different worlds or planes, called empyrean. The terrestrial empyrean is the campaign world and what we would consider "normal" reality.
The celestial empyrean is a plane where the gods dwell, and the Boundary of the terrestrial and celestial empyreans is not permeable- in essence, the gods are physically trapped in their own world. All gods, regardless of being good, evil, or neutral, dwell in their own domains in the celestial empyrean. Loyal followers of a deity may cross the Boundary when they die to be with their deity in the afterlife. However, the unusual properties of the Boundary absoltely prevent resurrections, raise dead, or reincarnation magics.
The infernal empyrean is made up of essentially a plane where infernals (demons, devils, daemons, and other evil outsider) dwell. IMC, infernals are more ancient than the gods, and had a great war with them when humans were created. The war was mostly a draw, with the infernals having a slight upper hand. So an agreement was reached called the Great Compact, which prohibited the gods from ever bodily coming to the terrestrial empyrean again, although they could have divine conduits in the terrestrial (clerics and paladins) to guide their children. The infernals were likewise barred from coming to the terrestrial empyrean on their own unless summoned or called forth by a mortal. Under certain extreme circumstances, mortals may cross the Boundary between the terrestrial empyrean and the infernal empyrean and bodily walk in Hell, but most never return.
The spirit empyrean sort of wraps around the terrestrial empyrean like a bubble. It is a mirror of the real world, close to its boundary, but further away, it becomes less recognizable and more alien. All manner of nature spirits, undead, and other strange creatures dwell here, for the most part cut off from the terrestrial empyrean. A few places in the terrestrial empyrean have easier access to the spirit empyrean, usually at sites of natural power (such as henges or ley line nexus) or at sites where some great tragedy has occurred. Spellcasters who use spiritual magics can penetrate this boundary for a short time, and cross over to the other side. The further one moves from the boundary, the more strange things become, until eventually they are nothing like the terrestrial empyrean- these are the Far Realms. Very few mortals have ever penetrated into the Far Realms and returned. One of the known Far Realms is the Faerie Realm. Others are thought to exist too- realms where the elements are alive, or where beings so alien reside that if mortals were to behold them, they would be driven mad.
Finally, there is the Shadow Empyrean, a plane where nothing can grow, but it is otherwise an exact replica of the terrestrial empyrean. Plants are always stunted in their fall phases, and no creatures are native to this place. Violent storms occur in the terrestrial empyrean that can draw creatures into this world, and once there, there is often no escape. The few people who do live there either go mad from the unnatural surroundings and roam in feral bands, or form into more organized groups that hunt the ferals for food. The one advantage is the a creature's metabolism slows by about 100x when in this world, so existance can be maintained for quite some time. Undead are also very common in this place, since the spirit or soul cannot depart to their normal destinations. Other, more sinister secrets exist here as well. This empyrean is barely known to most mortals since only a handful have ever found a way to escape, but those who have liken it to a place of perpetual depression, fear, and pain- a veritable prison plane.
My players are doing lots of ocean travel too, so they're finding things out the hard way...like...how gravity suddenly gets heavier and such. 
