First of all, forget everything you read about the great wheel, inner and outer planes and so forth, that will only serve to confuse the issue (and probably has already)
Think of the realms cosmology as a plant with roots and branches. The Plane of Shadow, Astral, Ethereal Plane, and Material Plane form the trunk, but the material plane is the centre of the trunk, and it is impossible to pass from one plane to another using mortal magics without first passing through the material.
Now, the astral plane is special, because it also forms the main roots and branches that reach out to the Energy, Celestial and Fiendish planes, so to travel between the material and iEnergym Celestial and Fiendish plane one must first cross the astral plane (nothing too hard yet eh?). But, heres the catch, the astral plane is not infinite or circular, but it has numerous branches that converge at the centre of the cosmology, which is the material plane. This means that in order to pass from one Fiendish, Celestial or Energy plane to another, one must pass through the material plane first; there is no great wheel to make travel between the outer planes easier. The Energy plains are like the roots of the plant while the Celestial and Fiendish planes are like the branches.
Now, there are some exceptions to this rule, as powerful magic (that not normally available to mortals) can cause the astral to allow travel between two planes without first crossing the material, but it is very draining and it is usually easier to use the normal means of travel. Dieties can also expend power to make permanent branches between two outer planes, allowing gates between the outer planes that bypass the material to remain open, but again this requires vast amounts of energy.
I'll try and draw a diagram of what we have so far:
(with two additions for my next point:
Cynosure
Celestial Plane Fiendish Plane
\ /
\ /
Material Plane
/ \
/ \
Energy Plane Energy Plane
Fugue Plane
The lines represent branches of the astral plane. Remember that the astral, ethereal and shadow planes overlap the material.
Now, Cynosure and the Fugue plane are special, because they are both very close to the material plane and have links to every other plane, but those links are limited to Dieties and Souls/Divine Servants respectively. The only thing I am not sure of is whether or not the fugue plain contacts the material through the astral it should but thats not clear. Cynosure does not contact any plane through the astral except by the portals maintained by the deities and can therefore only be reached by Faeruns powers.