Finally got the astral plane working:
http://img142.imageshack.us/img142/1387/theastralplanemap.jpg
Alternatively, we can make a copy of that worldspace and name it "The Underdark", and just put a few transition caves inside with weather set to cave lighting.
Then at every entrance to the underdark, make the player have to go through one of the transition caves that exist in this worldspace. That will switch them from the Tamriel map to the Underdark map before they go in.
I'm not entirely sure how map markers work for locations but I know you guys do.. So all you'd have to do is place map markers on the big map.
Then we could enable fast travel in the Astral Plane, but disable it in our transition worldspace, and keep all of our interiors 'no fast travel'. This would accomplish several things:
-An astral plane you could make a spell that warps you there, then you could teleport wherever you want. We could also have astral encounters/ambushes etc.
-We could set Astral Plane to 'no fast travel', then make the astral plane a whole adventure of itself trying to find the right gate to where you want to go.
-Having a custom map for the Underdark with our locations marked on it would make navigation much easier (though still not easy, it is the underdark after all).
-Immersion!
If you want, I can build all these transition caves and the transition worldspace, just give me the go-ahead

The astral plane is all set. Right now I have a couple teleport gates set up around the underdark just for testing the map, but those could be deleted and our custom spell be the only way to access it.
As for the whole map-markers shabang, I'll look into how to do it, but if someone wants to, I can just send the .esp via e-mail.