You could do something like the never-never in the Dresden Files universe. Basically it's the "spirit world" but it contains pockets that encompass all of the heavens, hells, fairy courts, as well as other pockets that mirror the physical world, or pockets that are created entirely by the will of a strong minded mortal.

Most serious magic users can part the veil between the worlds and pass though it. As can many magical creatures. As Svipdag said above me there would be places where the worlds bleed together, ancient runes, druidic groves and what not.

Most spirits and magical creatures exist naturally in the spirit world so when they cross to the mortal world they lose most of their power(although in dresden this never seems to effect faeries much) . That's why only really powerful ghosts can do much more than move small objects.