For most of my games, the other planes of existence only played small parts and were almost never the focus of adventures. Sure, I have run a handful of sessions in and about the City of Brass, and to even a more limited degree, Sigil. The Amulet of the Planes and planar gates themselves have allowed my players to tiptoe into those realms, but the adventurers have always been more comfortable with what they know, and what they can control -- the planes have always been too alien to be the main focus for adventures I have ran. That being said, the plane of shadow and the ethereal plane are almost always in the background of the campaigns I'm running, and while not directly traveled to they do interact with the party in relation to monsters, dungeons, and like. When a shadow creature inhabits a locale, the party almost always interacts with the shadow plane in one form or another -- in fact, the shadow plane plays a large part of my campaign worlds even though the characters are not necessarily driven to explore or play with such forces. The same can be said with the ethereal plane and the presence of creatures that cross over to the prime world, though to a more limited degree.