Sigil and the Planes at large. Wherever the story or your own hearts' desires take you.
You should know about portals: connections between the planes. Portals may be open to anyone passing by, or they may be locked without the proper key, which could be almost anything. For example: a physical object, a word spoken, a tune whistled, or a thought or emotion in the mindcould all be keys. Portals take you from here to there without having to depend on a busy and/or short-tempered wizard with the rare combination of knowledge, power, time, and willingness to be your taxi service.
=== Sigil ===
=== The Planes ===
Additionally there are the inner, outer, elemental, etc.. planes of the Planescape setting. Nothing is off limits, if you can learn about it in game and find your way there.
== NPCs ==