That sort of stuff is (in my opinion) only interesting if the two settings are wildly disparate, like going from Shadowrun to Dark Sun or vice versa, and really requires a lot of proper worldbuilding and lore knowledge to make the whole "otherworlder" shtick work properly. Having a character or party go from one plane to another that only has different culture and races is boring, as there's no huge obstacles to overcome and therefore little development. Having a huge change in things like the laws of magic, low fantasy versus high fantasy, grim versus bright, huge technological differences, climate and natural order shifts, on top of strange cultural and social customs and languages makes for a very difficult but interesting development.
I'm speaking from a DM's perspective of course; if you're just looking to do a medium length writefag then you don't have to do all that work if you don't see the need.