Basic Structure
In my setting each material plane "stack" consists of the upper levels of the Pit, an Underdark, a Material plane, and a set of Heavens. The stacks are conical: each layer is larger than the one below it. Heavens are thus vast and diffuse, while Hell is cramped and dense. Teleportation is only possible within a layer, and plane shift/gate is only possible across layers. Where the boundaries are weak, it is also possible to change layers by physical movement: (e.g.) dig a deep enough hole in a weak spot and you'll reach the Underdark. The boundaries of the layers in each stack are curved, so line-of-sight on the Material works the same way it does on Earth.
There are many (theorized to be 666) such conical stacks, arranged in a sphere such that their points converge in Nessus at the bottom of the Pit. Otherwise, the stacks don't touch. The space between is filled with the elemental planes: fire between the levels of the Pit, earth between the Underdarks, water between the Materials, and air between the Heavens. Teleportation does not work in the elemental planes. Reaching an elemental plane simply requires physically travelling far enough away from the center of a stack. The only ways to navigate from one stack to its neighbors are to physically cross an elemental plane, journey through Nessus, find some way to navigate the Astral, or relay through the Outlands (see below).
Downwards
Nessus is a massive city on a series of islands (each corresponding to a stack) separated by rivers and small lakes of elemental fire, with the whole thing set on the inside surface of a sphere. The stacks project outwards ("down" from the perspective of Nessus) from each island. The Abyss hangs like a sun far "above" Nessus in the center of that sphere (and thus the center of the multiverse). Imminent demonic attacks on Nessus look like solar flares, and eventually culminate in aerial assaults. (Nessus has a lot of ranged weapon emplacements.) Because scale gets wonky the closer you get to the center of the multiverse, the Abyss is far, far larger than Nessus despite being both far away from it and contained within it.
At the center of the Abyss (physically unreachable due to asymtotic scaling) is the unaware Creator, the last of its kind, who created the multiverse to hide within from Abominations, the ill-fated result of its kind's attempt to create other "real" life (e.g. life with souls, as distinct from Demon-stock including Devils and Angels). Ironically, such "real" life arose spontaneously inside the Creator's multiverse cocoon. Such life was not part of the original design, which is somewhat problematic: the Creator created Demons as a potent defense against any Abominations that breached the multiverse, but the demons see spontaneously-occuring life as just another abberation (albeit one less-threatening than true Abominations). Devils and Angels are "descendents" of Demons who rebelled against their cosmic purpose.
Upwards
Far above the Heavens is the outer shell of the multiverse (the "Firmament"). Scattered on its inside surface are various miscellaneous planes with unpredictable physics called Outlands. These appear as stars to those below. The only way to reach them from the Material is Gate (with a difficult Arcana check with messy consequences for failure) and only to those Outlands that the slow rotation of the Firmament has brought above the horizon. Some of the Outlands have sizable populations, but because they are so isolated, Nessus is the only true planar metropolis. Outside the Firmament are the Far Realms, containing countless Abombinations trying to force their way into the multiverse to devour the Creator.
Celestial Bodies
Each stack's sun is an arcing projection from the Abyss that each day burns its way up through Nessus's fire lakes, through the Elemental planes, arcs over the Heavens, and then crashes back down on the other side of the stack (patrolling for Abominations). Moons are physical, softly-glowing bodies in complicated movement paths floating in the vacuum between the Heavens and the outer shell.
Coexistant and Coterminus Planes
Each Material plane and Underdark pair has coexistant Ethereal and Shadow planes. Feywilds are demiplanes coterminus to a Material plane and to other Feywilds within the same stack. The Astral plane is coexistant with the entire Multiverse, but a lack of one-to-one correspondence makes using it for planar travel extremely difficult.
There's a lot more, but that's enough to understand the physical arrangement of the planes. I call this the "Sphere of Stacks" model.
In my setting each material plane "stack" consists of the upper levels of the Pit, an Underdark, a Material plane, and a set of Heavens. The stacks are conical: each layer is larger than the one below it. Heavens are thus vast and diffuse, while Hell is cramped and dense. Teleportation is only possible within a layer, and plane shift/gate is only possible across layers. Where the boundaries are weak, it is also possible to change layers by physical movement: (e.g.) dig a deep enough hole in a weak spot and you'll reach the Underdark. The boundaries of the layers in each stack are curved, so line-of-sight on the Material works the same way it does on Earth.
There are many (theorized to be 666) such conical stacks, arranged in a sphere such that their points converge in Nessus at the bottom of the Pit. Otherwise, the stacks don't touch. The space between is filled with the elemental planes: fire between the levels of the Pit, earth between the Underdarks, water between the Materials, and air between the Heavens. Teleportation does not work in the elemental planes. Reaching an elemental plane simply requires physically travelling far enough away from the center of a stack. The only ways to navigate from one stack to its neighbors are to physically cross an elemental plane, journey through Nessus, find some way to navigate the Astral, or relay through the Outlands (see below).
Downwards
Nessus is a massive city on a series of islands (each corresponding to a stack) separated by rivers and small lakes of elemental fire, with the whole thing set on the inside surface of a sphere. The stacks project outwards ("down" from the perspective of Nessus) from each island. The Abyss hangs like a sun far "above" Nessus in the center of that sphere (and thus the center of the multiverse). Imminent demonic attacks on Nessus look like solar flares, and eventually culminate in aerial assaults. (Nessus has a lot of ranged weapon emplacements.) Because scale gets wonky the closer you get to the center of the multiverse, the Abyss is far, far larger than Nessus despite being both far away from it and contained within it.
At the center of the Abyss (physically unreachable due to asymtotic scaling) is the unaware Creator, the last of its kind, who created the multiverse to hide within from Abominations, the ill-fated result of its kind's attempt to create other "real" life (e.g. life with souls, as distinct from Demon-stock including Devils and Angels). Ironically, such "real" life arose spontaneously inside the Creator's multiverse cocoon. Such life was not part of the original design, which is somewhat problematic: the Creator created Demons as a potent defense against any Abominations that breached the multiverse, but the demons see spontaneously-occuring life as just another abberation (albeit one less-threatening than true Abominations). Devils and Angels are "descendents" of Demons who rebelled against their cosmic purpose.
Upwards
Far above the Heavens is the outer shell of the multiverse (the "Firmament"). Scattered on its inside surface are various miscellaneous planes with unpredictable physics called Outlands. These appear as stars to those below. The only way to reach them from the Material is Gate (with a difficult Arcana check with messy consequences for failure) and only to those Outlands that the slow rotation of the Firmament has brought above the horizon. Some of the Outlands have sizable populations, but because they are so isolated, Nessus is the only true planar metropolis. Outside the Firmament are the Far Realms, containing countless Abombinations trying to force their way into the multiverse to devour the Creator.
Celestial Bodies
Each stack's sun is an arcing projection from the Abyss that each day burns its way up through Nessus's fire lakes, through the Elemental planes, arcs over the Heavens, and then crashes back down on the other side of the stack (patrolling for Abominations). Moons are physical, softly-glowing bodies in complicated movement paths floating in the vacuum between the Heavens and the outer shell.
Coexistant and Coterminus Planes
Each Material plane and Underdark pair has coexistant Ethereal and Shadow planes. Feywilds are demiplanes coterminus to a Material plane and to other Feywilds within the same stack. The Astral plane is coexistant with the entire Multiverse, but a lack of one-to-one correspondence makes using it for planar travel extremely difficult.
There's a lot more, but that's enough to understand the physical arrangement of the planes. I call this the "Sphere of Stacks" model.