I think I understand why Gygax and the guys went with the "infinite universe" cosmology of the modern scientifically-informed world. Basically, they wanted to integrate science fiction, as indicated by notes in the 1e DMG on merging Gamma World stats with D&D stats. In this "infinite universe" paradigm, they could easily integrate various science fiction hooks into their adventures.
I get that impulse, it makes sense, but there are some implications that I do not like, and I am going back to the default pre-modern "closed universe" cosmology in my Arizona Adventures campaign. For example, with the "infinite universe" cosmology, heaven is no longer above us, and hell is no longer below us. They are on other "planes".
This is in sharp contrast to the pre-modern view, which saw the place of the afterlife as somewhere down below. The idea that the hells are literally down below us is compelling, and is a never-ending font for adventuring hooks, based on demonic threat.
I think the worst idea of the Gygaxian extra-planar structure is the Elemental Planes. I much prefer the idea that the Elemental powers are embedded in our material world. Our world is pregnant with magical power, full of "spirit" elemental personalities which manifest in surprising and dangerous ways.
That big lake over there, yeah, that is where the 16HD Water Elemental lives. Every big lake will have some intelligence in it, what we would stat out as a Water Elemental. Smaller lakes would have smaller/lesser-powered Elementals. It would be a very rare natural body of water that was completely mundane, lacking any spiritual power or presence.
Naturally, such elemental powers demand sacrifice. Lacking voluntary sacrifice to keep them appeased, they would be "hungry", and would seek the unwilling sacrifice of any unfortunates who wandered into their domain.
Fire Elementals would be less regularly placed, having a permanent location mainly in volcanoes. Terrifyingly, they could also arise spontaneously from any large fire. Fire, is this magically pregnant world, would have a mind of its own, seeking to spread itself and consume everything possible. Perhaps ANY fire, no matter how small, would stand a chance of "going sentient", as the latent Fire Elemental intelligence seeks to manifest itself.
Air Elementals would be more "airy", less concerned with the details of the earth-bound world. At higher elevations, contact with them would be more regular, providing glimpses of their playful but tempestuous personalities. Any flying creature would come into contact with them regularly.
Earth Elementals would be located at specific locations. Places of regular quakes, fissures, grinding and turning of the earth, with the rocks occasionally assembling themselves into giant bipedal forms. Less demanding of sacrifice than Water or Fire Elementals, but more "hungry" than Air Elementals, the Earth Elementals would occasionally, seemingly randomly, seek to consume living creatures.