How I'd make a world to be more interesting.

Presently, you touch down, you can instantly explore anywhere in your world. Barring, perhaps, from what I've heard, the upper atmosphere. Because you'll freeze to death.
Which is fair.
There's a barrier that prevents you from going extremely high is cold. So why not add different barriers to the planet that allow there to be more levels in it so that you don't have to move a sector every time you want to get more challenge or higher materials?

Anyhow, the ways I'd see fit to divide up individual planets for divisions that don't require you to abandon your base and move sectors every time you want something better for your character.

First, have the standard type world. Divided by layers.
1) Sitting at 0 in elevation.
The planet's biome. Jungle, tundra, ocean, ice, what have you. You don't need anything to be here, there are common dungeons, trees, and lots of things to explore. Here you can get copper, silver, and iron, and craft the things that require them.
2) Sitting at -1 elevation, the high pressure zone.
That area under the planet that can vary wildly for reasons I can't explain. Down here, there's high pressure. You move slower, jump lower, and take more fall damage. The effect grows as you go deeper, making it a pain to explore while ill equipped.
To alleviate this, you'd either need a vehicle or a powered exosuit, which'd be craftable from basically any material. Better materials would obviously alleviate the pressure effects more. And whilst down here, over time, your exosuit would accrue damage, eventually needing to be repaired.
Here you'd be able to get titanium, gold, and platinum.
3) Sitting at -2 elevation, the mantle's edge.
What'd usually be a ton of obsidian that leads down to the area that's just lava. It'd have the pressure effects of the above, but you'd be used to dealing with that by this point. Here, the problem would be heat. At any given time, you'd be prone to getting lit up randomly as something on or around you combusts. Which would, quite naturally, be kind of annoying and deadly to deal with constantly.
In response, you'd need to build a coolant system, which would require fluid to function and run out after extended stays in high heat areas.
Down here, diamonds. Radioactive materials. Higher levels of metal ores.
4) -3 elevation. The mantle.
You now have to swim through lava. Obviously, there's a lack of air and an excess of liquid.
So you'd need to build yourself a diving suit fit for lava. Down here, there's no use for torches, as everything's already perfectly well lit, but you now have difficulty breathing, so instead you're going to need to set up bubbles, which would be placed like torches and provide a 6x6 area where you can stand and normalize yourself while preparing to go back into the mantle.
Here, you can find the densest of metals as you delve. At the bottom would be the core.
The core wouldn't be impenetrable, but you'd run out of coolant long before you mined a single block.
5) +1 elevation. The sky.
Because you can only go down so far, and going up is equally interesting. The barriers here would be the cold, to which you'd need to craft a heating system that burns wood/coal/what have you to keep you warm. To get anything, you'd need a vacuum to draw in various gasses. Depending on how much willing suspension of disbelief you're willing to go through, there could be an item that allows you to stand on clouds.
6) +2 elevation. Upper atmosphere/space.
Needs the bubbles. Very little air. Very little anything. Try and find a meteor while up here.
If on a planet that has rings, like a gas giant, eventually you'd run into rings. And space metal.

 

Moving this to the Suggestions subforum.