Well, there may be are more Avatars of Sheogorath running around his Madhouse. The Shivering Isles were but one finite piece of a infinite land. Perhaps some of the other avatars are darker.

The Banker, the Mouthless Ferryman, Sep's Smile, the Bohlg sherpa, Iwii-go fish, and Travis. That's the list of avatars I know of. Bethesda apparently only knows one.

there are definatley several avatars that are exactly the same as the one we met. IT IS AN INFINATE LAND.

There you go.

Different Personalities? Absolutely, after all the realm and the avatar and everything else are the playthings of Sheggorath. Different realms and avatars? I know I implied earlier that what you saw was but a small fraction of the mad-house, but I'm inclined to believe that aside from little pockets here and there barely worth mentioning, what you see is what you get.