Another thing I'm concerned about is railroading. How do I give them as many options as I can while still essentially saying "you have to do this?"
There are a number of ways to do this:
(1) Make the things you want them to do also things they want to do. There's a fine art to doing this, but its ultimately not that difficult. Know your players and their characters.
(2) Have proactive villains who, if left to their own devices, will do really bad things. The problem with the typical D+D story is it reverses the usual arrangement of a fantasy story. In D+D the heroes are proactive for some reason, and adversaries are typically just sitting around and waiting for their door to get bashed down. In stories, the villain is typically proactive and the heroes reactive. They respond to what the villain is doing. In LotR, ultimately the party is trying to stop Sauron from taking over ME, and if they don't act then they lose. In most comics, the bad guys begin Evil Plan #49201, and the good guys have to thwart them before it goes to completion.
The nice thing about having proactive villains is it makes the PCs feel morally justified. If they didn't stop the villain from doing X, really bad things were going to happen. When the PCs are proactively going out and stabbing evil in the face, it actually makes them the bad guys of the story, and at some level a lot of players understand this and it leads to a lack of satisfaction with the campaign.
Don't get me wrong, the fact that the Temple of Elemental Evil is sitting over there and there's some evil plan being hatched inside it, that stuff happens all the time in D+D adventures. The thing is, there's never any consequence if the players just say 'I think we'll pass this one and go do something else'. Without consequences for ignoring a problem, the BBEGs evil plan is ultimately reactive, because he's making no progress while the heroes are ignoring him.
This ties into 1. Villains who pursue plans which will have negative impacts the PCs want to avoid will generate interest in stopping the villain. Now, if you want to be really evil, throw multiple villains simultaneously and independently pursuing evil plans such that not all of them are preventable simultaneously. Ie, someone is going to succeed. Make the players choose which is the least bad outcome. (And sometimes a villain 'winning' is good for the game.)
(3) All roads lead to Rome. Ie, whichever direction they head they run into the same encounters. Not recommended, but its easy to plan. It makes more sense in a campaign which is 'wander around and stab stuff in the face', which I've already noted is ultimately unsatisfying.
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For your campaign in particular, create a villain or a group of villains (you need occasional mini-bosses for the players to dispatch, after all, so they feel they are making progress) who are pursuing some sort of plane-spanning master-plan, and whose key agents keep escaping just before the players can stop them. This can involve some detective work (ok, now what are they doing in this plane exactly?) and some bad guys they love to hate, who accomplish their aims and planeshift just as the party kicks down the door (leaving something nasty behind, of course).
At some point you'll want these villains to get what's coming to them. By that time you should have had the PCs encounter a wealth of NPCs: friends and allies who may need assistance, formerly neutral parties who become new villains (or side-villains unrelated to the first arc's group who become major players in the wake of whatever devastation the PCs left behind them). The PCs may have made enemies with important persons who will attempt to destroy them.
The PCs may also have formed goals about what they want to do as a group. Maybe they want to set themselves up as the heads of an interplanary oligarchy. Maybe they thwarted the villains, but decide the villains masterplan should still be completed. Maybe they're interested in spreading their faith to other planes, or noticed instances of 'evils' like slavery they actively wish to go and thwart. Maybe they just want to build a fortress somewhere. After finishing a major story arc, always always *always* ask your players if they have any goals they're interested in pursuing.
