Options I'd have are:
1) Plane of Shadow (allows him to study the shadows and the negative without
special magics, slightly safer and he can use his living minions here as well)
2) Negative material Plane (heals him and kills the living, wonderful place)
3) A one way gate to a safe haven on the prime. Perhaps a under ground
cavern that he could gate to and is gaurded by his most trusted minions.
This place is essentially one giant death trap that is a closed cavern. A
riddle tells the PC's that the way out is at the end of the maze, but when
you get to the end the mocking lich's programmed illusion tells them, Oop's
so sorry. I lied. They must find their own way out. Possibly a breach in the
maze by some burrowing underdark critter that they found earlier. Could lead
into a "we just want to get home" adventure easily in the underdark. Heck
the PC's may even believe themselves to be on the plane of earth at first
which could complicate things nicely.
4) A gate to the plane of water. He's lich, he didn't need to breathe and it
makes a wonderful place to put a backup lair whith a few choice items
squirreled away if he's ever driven form his home. This one would also be a
one way gate with another seperate gate taking him back home form a
different portion of his hide away. Drowns all those pesky adentures and
keeps things quite around the ol' homestead.
Hope this helps, and I have more idea's if you want them.
(edit: fixed format)
-Ashrum