Why planar adventuring? For me personally, keeping in mind I am primarily a DM and rarely play as a PC, I love the immensity of the planes. The Material plane becomes but a game board where insignificant beings are manipulated for the purpose of eternal beings with higher purpous...or some such thing. New monsters are always fun but the environments that can be utilized in a planar campaign are the real draw and a trip through a portal can immediately change the everything. As for the dificulty of floating around a plane I have to say that there aren't all that many planes where it's a factor. The ones that come immediately to mind are the Astral and Ethereal planes, both of which are generally used in a Material Plane campaign anyway. There is more preparation required to deal with all the possible environmental conditions one can encounter in a planar game, both DM and player side, but as long as you remember "a" squared + "b" squared = "c" squared and know the special movement rules requiring mental effort then traversing the planes becomes a simple matter. Different planes can greatly impact an adventure. For instance each plane has certain traits that can alter magic, movement, breathing etc. and alignment traits can drastically affect PCs on the opposite end of the alignment spectrum. In short, when plane hopping the neutral environment of the material plane becomes a variable where PCs must first consider survival. As far as PC behavior...from my experience planar adventuring does not altar how players play their PCs unless it is someone unacustom to adventures outside of the Material Plane in which case they tend to be more reserved until they get a feel for the free flowing nature of the planar experience.
Perhaps I'll give more of a response later if you care for one but for now it is time to sign off. Sorry if I have rambled, I'm a touch tired this evening.