In the standard 4e setting, there are two parallel planes to the normal world, and they are called the Feywild and the Shadowfell. I wish I could remember, but some D&D blogger somewhere had the brilliant idea to make the Feywild and the Shadowfell actual areas of the normal world, that didn't require extra-planar travel to get to. I really liked that idea and I think it fits really well with my Islands in the Sky campaign. I love the idea that the characters could easily land on the wrong island and get lost in the madness of the Feywild or trapped in the treacherous Shadowfell, and being able to do a one-shot like that without getting into the messiness of extra-planar travel is a big bonus for me.
Something else occurs to me. For smaller islands that the PCs will invariably encounter, we need some randomness charts! I'll be workin on these in the days ahead and will hopefully soon have a few nice ones to draw from.