This is where I do my obligatory shout-out to the Death Gate Cycle which is written by Margaret Weis and Tracy Hickman of Dragonlance fame.

Quick synopsis: The books take place on four worlds based on the classical Greek elements of Air, Fire, Earth, and Water. They were once one world but a race of powerful humaniod wizards called the Sartan sundered the world into these four elements before nearly vanishing without a trace. A rival race called the Patryn were imprisoned beforehand in a makeshift deathworld called the Labyrnith and once they escaped, they began their plans to get revenge. They send out Haplo, who is always accompanied by his dog, to investigate the four worlds.

Each book takes place in a different world and largely involves Haplo dealing with the politics of the Humans, Elves, and Dwarves that now call these realms home. Air is a world that is mainly all sky with floating islands. The humans and elves fight for control while the dwarves slave away on the lower islands trapped in a perpetual storm that gives the world it's only source of water. Fire takes place in a Dyson Sphere surrounded by a star. The world has massive forests growing everywhere and most of the mortal races no longer even remember if there is a ground. The world soon becomes under siege by giants who are destroying everything in their path, can the feuding races turn aside their differences to survive together? Earth is an underground cave of lava, fire, and poisonous gas. The world is so deadly and toxic, that civilization only remains due to resorting to the forbidden arts of necromancy. Water is a massive ocean that people can breathe and is filled with small island nations. Unlike the previous realms, this world is one of the few where the lesser races all actually work together but even there world starts to become plagued by wicked serpents of great power and intelligence who may be the very physical embodiment of the hubris of the Sartan.

Long story short, it's seven volumes, great characters, unique magic mechanics, and the way the worlds are all developed is very fascinating.