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The Outer Planes are basically alignments (ranging from lawful to chaotic, good to evil) personified in the land. There are a total of sixteen different "alignments" centered around the Outlands (which is true neutrality, and where the supposed infinetly tall spire which at the top contains Sigil). Basically, opposing alignments are opposite of each other, like points on a compass. Law is opposite Chaos, and Good is opposite Evil. In between them are where they coincide, such as Good and Law (Lawful Good). In between those are where they blend together (example: Lawful Neutral to Good). The Outer Planes are the embodiment of belief.
Sigil is a ring shaped city, which is supposedly atop an infinitly tall spire at the center of all the planes (which, some in the Planescape setting argue, is impossible since the planes are infinite, and therefore any place can be considered the center of the planes). Sigil contains many portals: any closed surface (a doorway, arch, barrel hoop) could possibly be a portal to another place. The engimatic ruler of Sigil is the mysterious Lady of Pain. The Lady is sometimes seen in Sigil as a floating, robed Lady covered in blades. The Lady does not concern herself with the laws of the city; she only interferes when something threatens Sigil itself. Sigil is a completely neutral ground: no wars are waged on it, except those of words. No deities can get into Sigil without breaking the Lady's extremely powerful magics.
Other names for Sigil:
Astral Plane The Astral Plane is where deities go when they die. Deities can be killed by simply forgetting about them. Some creatures use the corpses of deities as floating fortresses. The Astral Plane is unique in that it's infinitesimal instead of infinite. Souls of the dead pass through here on their way from the Prime Material to the Outer Planes. The Astral is a plane of the mind.
The prime material worlds (Primes) such as Oerth or Toril, have no direct connection with Planescape save the occasional random portal. People coming from such worlds are treated as inferiors by the 'planewalkers', natives of Sigil and the Outlands. If our universe (i.e., the one we live in) were in the Planescape setting, it would be a Prime Material World.
The Ethereal is often likened to an ocean. It consists of two parts: the Border Ethereal which acts as the "shore," and the Deep Ethereal which acts as the depths of the ocean. The Border Ethereal borders all adjacent planes. From it, you can see a misty grey-scale version of the target plane. Travel to other planes, however, means going into the Deep Ethereal, much the way travel to other islands or continents means leaving the shore behind. Demiplanes (such as Ravenloft can be found in the Deep, which are small worlds created by wizards, or proto-elemental planes. The Ethereal is, in the end, a plane of possibility.
The Inner Planes are the building blocks of the Outer Planes. The planes contained are elements. Consider a sphere, and that's one way of how the Inner planes can be lined up. At the top is the Positive Material Plane, and at the bottom the Negative Material Plane. Fire and Water are opposite each other on the "equator", and so is Air and Earth. Those four are sometimes called the True Elements. Where the true elements touch each other the Para-Elemental planes are formed, such as Smoke (Fire + Air). Where the Positive and Negative planes touch the True Elements, Quasi-Elementals are formed, such as Vacuum (Air + Negative).
Planescape is an expansion of the idea presented in 'Manual of the Planes' (a 1st ed. AD&D) book, with the new concept of Sigil as the hub of the wheel. It inspired the Planescape: Torment computer game.
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