I think that these sort of rules should always depend on your setting, and how you decide to have your planes work.
Make up your own explanations, and fit the rules to what you want your planes to be rather than trying to fit your setting to match someone else's (not always so neat) rules...
Cosmology is really up to the DM, and no doubt it heavily affects how dimensional spells work!
But then I guess you might just want to use the "standard cosmology". So let's take a look at some spells:
BLINK
You “blink” back and forth between the Material Plane and the Ethereal Plane. You look as though you’re winking in and out of reality very quickly and at random.
Written like that, if you cast this on the ethereal, it works just the same.
It doesn't seem to be possible to cast this on any other plane, unless you want to end up with nonsense results, but if you have other couples of planes that coexist together then it could work there.
DIMENSION DOOR
You instantly transfer yourself from your current location to any other spot within range.
The SRD doesn't mention which plane is used... if you don't define it, then the spell can easily work on any plane just in the same way.
SHADOW WALK
To use the shadow walk spell, you must be in an area of shadowy illumination. You and any creature you touch are then transported along a coiling path of shadowstuff to the edge of the Material Plane where it borders the Plane of Shadow. (...) Shadow walk can also be used to travel to other planes that border on the Plane of Shadow...
This doesn't simply depend on having shadows nearby, but more specifically you need to be on a plane that borders with the Plane of Shadow. For example, it is not obvious whether an outer plane like Hell would or wouldn't border with the PoS, despite the probable fact that there are shadows in hell.
OTOH, there aren't shadows on the ethereal plane, at least how it is usually played. If that's your case, you cannot probably use this while on the ethereal.
ETHEREAL JAUNT / ETHEREALNESS
You become ethereal, along with your equipment. For the duration of the spell, you are in a place called the Ethereal Plane, which overlaps the normal, physical, Material Plane. When the spell expires, you return to material existence.
In normal cosmology the ethereal borders only with the material, which means that this spell probably should work only when cast on the material plane.
PHASE DOOR
This spell creates an ethereal passage through wooden, plaster, or stone walls, but not other materials.
Same as previous.
PLANE SHIFT
You move yourself or some other creature to another plane of existence or alternate dimension. (...) From the Material Plane, you can reach any other plane...
If it wasn't for the second sentence, it would sound clear that this works everywhere. I do not think the second sentence was intentional actually, and AFAIK no one restricts this spell to material plane only.
ASTRAL PROJECTION
By freeing your spirit from your physical body, this spell allows you to project an astral body onto another plane altogether. (...) You project your astral self onto the Astral Plane, leaving your physical body behind on the Material Plane in a state of suspended animation.
Once more, the designers simply weren't thinking of the option of casting this when already on another plane, so it has lots of references to the material plane. I really think you should decide on your own which way you like most, to work or not to work when you're not on the material plane... Can you astrally project yourself from an outer plane? From the ethereal? From the astral itself? Choose your own answer based on flavor, and don't worry about balance issues (there aren't any, there are only issues of flavor-less-ness and making sense to you).