I'm A Banana
Potassium-Rich
I'll give an alternate view of how the classes could go.
CORE
Barbarian: These guys are *perfect* for Erythnul's most common thugs, and I'd really hope to see barbarians thundering in against waves of undead in my head.
Bard: Eh...you could ditch 'em. This sounds like a very grim campaign, and bards kind of fly in the face of that. Of course, you could ALSO re-interpret them as "dirge singers" and alter their song powers to affect only undead, making them potent allies of Wee Jas (you'd probably want to change the alignment to Lawful rather than Any Nonlawful), or have them be relegated to "scream singers" that worship slaughter and evil and sing maddening hymns that drive those who hear them insane.
Cleric: They shouldn't need a whole lot of changing...do you really *need* every domain to be available? I'd say no. Work with what you have...the clerics of this world who can heal a bunch are in the minority. Which certainly works for the feel of a grim world...the cleric can't raise you from the dead, though they could turn you into an eternal servant.
Druid: I can only see these guys as beholden to the Many. You could have villainous druids working at many turns in the setting. I can't really see Wee Jas as being interested in either life or nature...though perhaps she'd have Spirit Shamans.
Fighter: Yeah, they're normal.
Monk: I think these guys fit the model of austerity that Wee Jas demands very well. The Many has his berserkers, the Gray Lady has her monks, and I could see many of them coming into contact. You may want to consider the "transformation" at 20th level to turn the monk into an Undead creature rather than an Outsider, if you're going to use the "Wee Jas doesn't use Outsiders" perspective.
Paladin: You could loose them; I don't see the setting benefitting that much from having noble nights. Indeed, paladins could work against the feel you're going for.
Ranger: Like the Druids, I can really only see these as beholden to the Many....ranger/assassins can be deadly wildnerness encounters, though!
Rogue: As per standard, no changes really needed. You may want to bring to bear that their Sneak Attack doesn't work against undead...you may want to change that (such as offering a feat that allows it to work), give them another class option (check out UA), or just note that the rogues are mostly agents of Wee Jas who fight living disciples of slaughter, and the servants of the Many rarely employ them (because they'd be useless with regards to the undead armies)/
Sorcerer: Not sure how you're going to want to do dragons, if at all, in your world, but high-Cha spellcasters certainly fit a vain goddess well, and without bards, Sorcs will be the only dogs in town. It would entirely be appropriate for them to be "consorts of the Gray Lady," or just her offspring, living in the world. Of course, The Many would have his own sorcerous agents (I certainly can't see him using many Wizards!)
Wizard: Wizards are a must for the servants of the Gray Lady, of course. Necromancers will be common, and you may want to give Heroes of Horror a look for the Dread Necromancer. Erythnul probably shouldn't have many of those....
Psionics
Because you're already using a goddess of magic, I'd steer away from psionics because they'd dilute the potency of the goddess. You could employ them as Erythnul's chosen mages to give the two a very distinct difference in style, but it's probably not nessecary to give Erythnul chosen mages beyond Sorcs.
Complete/PHBII
Hexblades (CW) can have a role, because they are mostly-martial classes with a bit of arcane kick thrown in, which is a perfect replacement for "Paladins of Wee Jas." In fact, Hexblades work PERFECTLY as a replacement for paladins in this campaign, being more atmospheric and with less baggage.
Spirit Shamans (CD) work well because of the preponderance of "undead spirits" in the world. They could easily replace druids in the campaign, talking to ghosts instead of talking to squirrels.
Warlocks are probably a good addition for the worshippers of the Many, and they could work as a replacement for Sorcerers for the "Lady's Favor" spellcasters. They're creepy and they're cooky, so they fit the world well.
Warmages might be a good addition on the Wee Jas side -- an ordered reigment dedicated to magic fits her fancy just fine.
Spellthieves would make sense as Erythnul's servants, stealing from the Lady and giving it to their own patron. However, they're flighty flavor text may go against the feel of the game if you want it grim.
Ninja actually make some sense, being as they're pseudo-mystical rogues. I could easily see them replacing the Rogue class, being all about stealth, movement, and "walking in the spirit world." You'd have to deal with Sudden Strike as you'd deal with Sneak Attack, though.
Duskblades make sense in the same way Hexblades do, but I'd argue that Hexblades do what they do better, and don't come with elfy trappings hooked into it.
Beguilers I could see, especially amongst the more haughty of those who serve the Gray Lady. And the Many is all about deception...
Magics
I'd be wary of taking anything from alternate magic systems. Wee Jas pretty much has a lock on the magic in your world so far, and anything that takes it out of her hands is something that's going to be jealously guarded. Unless you want a "secret magic of the ancients" to exist, I'd basically act as if the likes of Incarnum, Tome of Magic, Dragon Shamans, even the Tome of Battle, etc. weren't really present.
As far as races go, I'd mostly consider Humans vs. Goblinoids. You may want to add in dwarves and elves on the side of the Humans; halflings and gnomes could go against the grain unless you change their flavor. I'd strongly recommend going with Eberron's elves with their undead-worshipping ways, as inspiration, and the dwarves should be battle-hardened and scarred, creatures that have seen much horror. The problem could be that these races are usually fairly long-lived, which means that Wee Jas can't do her undead thing on them as often.
On Erythnul's side, goblinoids and orcs are the famous creatures precious to him, so I'd play up the "faceless green hordes" angle pretty well. Make them horrific and overwhelming, like the zombies out of Dawn of the Dead -- knock one down and three more rush in to fill it's place in rank. They eat you, desecrate your corpse (which would be horrific for anyone hoping to return to unlife), they have no compassion, no logic, only the driving need from their honored god to overwhelm, kill, and make many, many more. Toss in a few abberations, and you probably have a pretty stellar enemy force....with the cold hand of Wee Jas being the only thing stopping them from obliterating you.
CORE
Barbarian: These guys are *perfect* for Erythnul's most common thugs, and I'd really hope to see barbarians thundering in against waves of undead in my head.

Bard: Eh...you could ditch 'em. This sounds like a very grim campaign, and bards kind of fly in the face of that. Of course, you could ALSO re-interpret them as "dirge singers" and alter their song powers to affect only undead, making them potent allies of Wee Jas (you'd probably want to change the alignment to Lawful rather than Any Nonlawful), or have them be relegated to "scream singers" that worship slaughter and evil and sing maddening hymns that drive those who hear them insane.
Cleric: They shouldn't need a whole lot of changing...do you really *need* every domain to be available? I'd say no. Work with what you have...the clerics of this world who can heal a bunch are in the minority. Which certainly works for the feel of a grim world...the cleric can't raise you from the dead, though they could turn you into an eternal servant.

Druid: I can only see these guys as beholden to the Many. You could have villainous druids working at many turns in the setting. I can't really see Wee Jas as being interested in either life or nature...though perhaps she'd have Spirit Shamans.
Fighter: Yeah, they're normal.

Monk: I think these guys fit the model of austerity that Wee Jas demands very well. The Many has his berserkers, the Gray Lady has her monks, and I could see many of them coming into contact. You may want to consider the "transformation" at 20th level to turn the monk into an Undead creature rather than an Outsider, if you're going to use the "Wee Jas doesn't use Outsiders" perspective.
Paladin: You could loose them; I don't see the setting benefitting that much from having noble nights. Indeed, paladins could work against the feel you're going for.
Ranger: Like the Druids, I can really only see these as beholden to the Many....ranger/assassins can be deadly wildnerness encounters, though!
Rogue: As per standard, no changes really needed. You may want to bring to bear that their Sneak Attack doesn't work against undead...you may want to change that (such as offering a feat that allows it to work), give them another class option (check out UA), or just note that the rogues are mostly agents of Wee Jas who fight living disciples of slaughter, and the servants of the Many rarely employ them (because they'd be useless with regards to the undead armies)/
Sorcerer: Not sure how you're going to want to do dragons, if at all, in your world, but high-Cha spellcasters certainly fit a vain goddess well, and without bards, Sorcs will be the only dogs in town. It would entirely be appropriate for them to be "consorts of the Gray Lady," or just her offspring, living in the world. Of course, The Many would have his own sorcerous agents (I certainly can't see him using many Wizards!)
Wizard: Wizards are a must for the servants of the Gray Lady, of course. Necromancers will be common, and you may want to give Heroes of Horror a look for the Dread Necromancer. Erythnul probably shouldn't have many of those....
Psionics
Because you're already using a goddess of magic, I'd steer away from psionics because they'd dilute the potency of the goddess. You could employ them as Erythnul's chosen mages to give the two a very distinct difference in style, but it's probably not nessecary to give Erythnul chosen mages beyond Sorcs.
Complete/PHBII
Hexblades (CW) can have a role, because they are mostly-martial classes with a bit of arcane kick thrown in, which is a perfect replacement for "Paladins of Wee Jas." In fact, Hexblades work PERFECTLY as a replacement for paladins in this campaign, being more atmospheric and with less baggage.
Spirit Shamans (CD) work well because of the preponderance of "undead spirits" in the world. They could easily replace druids in the campaign, talking to ghosts instead of talking to squirrels.
Warlocks are probably a good addition for the worshippers of the Many, and they could work as a replacement for Sorcerers for the "Lady's Favor" spellcasters. They're creepy and they're cooky, so they fit the world well.
Warmages might be a good addition on the Wee Jas side -- an ordered reigment dedicated to magic fits her fancy just fine.
Spellthieves would make sense as Erythnul's servants, stealing from the Lady and giving it to their own patron. However, they're flighty flavor text may go against the feel of the game if you want it grim.
Ninja actually make some sense, being as they're pseudo-mystical rogues. I could easily see them replacing the Rogue class, being all about stealth, movement, and "walking in the spirit world." You'd have to deal with Sudden Strike as you'd deal with Sneak Attack, though.
Duskblades make sense in the same way Hexblades do, but I'd argue that Hexblades do what they do better, and don't come with elfy trappings hooked into it.
Beguilers I could see, especially amongst the more haughty of those who serve the Gray Lady. And the Many is all about deception...
Magics
I'd be wary of taking anything from alternate magic systems. Wee Jas pretty much has a lock on the magic in your world so far, and anything that takes it out of her hands is something that's going to be jealously guarded. Unless you want a "secret magic of the ancients" to exist, I'd basically act as if the likes of Incarnum, Tome of Magic, Dragon Shamans, even the Tome of Battle, etc. weren't really present.
As far as races go, I'd mostly consider Humans vs. Goblinoids. You may want to add in dwarves and elves on the side of the Humans; halflings and gnomes could go against the grain unless you change their flavor. I'd strongly recommend going with Eberron's elves with their undead-worshipping ways, as inspiration, and the dwarves should be battle-hardened and scarred, creatures that have seen much horror. The problem could be that these races are usually fairly long-lived, which means that Wee Jas can't do her undead thing on them as often.
On Erythnul's side, goblinoids and orcs are the famous creatures precious to him, so I'd play up the "faceless green hordes" angle pretty well. Make them horrific and overwhelming, like the zombies out of Dawn of the Dead -- knock one down and three more rush in to fill it's place in rank. They eat you, desecrate your corpse (which would be horrific for anyone hoping to return to unlife), they have no compassion, no logic, only the driving need from their honored god to overwhelm, kill, and make many, many more. Toss in a few abberations, and you probably have a pretty stellar enemy force....with the cold hand of Wee Jas being the only thing stopping them from obliterating you.