I'm pretty sure I entered Hircine's hunting grounds in the werewolf quest from Falkreath.
The planes of Oblivion were one of my by biggest downsides of Oblivion. Didn't think going in them was exciting at all. All looked the same and lacked the detail of the rest of the world.
That was one plane, called the Deadlands. Listen to this -
Clavicus Vile's unnamed realm takes the form of a seemingly tranquil countryside, but "a close look revealed withered, twisted foliage and odd melted-looking places", and what appear to be clouds are unnatural streaks of color upon the sky itself. The wind here is said to carry the stench of decay, and strange yellow-skinned daedra wander throughout the realm. In Redguard, Cyrus visits Clavicus Vile's realm.
Full description of the planes here: http://www.uesp.net/wiki/Lore:Oblivion