At Death's Door

Question: What's the best and worst Underworld to spend all eternity in?

Well, if you gotta go, you might as well go in style.

There are actually quite a few really, really nice Underworlds that anyone can enjoy spending eternity in; there are cultures in Scion that dump everybody into the Pit of Despair upon expiration, but there are more that have at least one pleasant option in among the eternities of torture, enforced reincarnation or dismal boredom. Death is pretty scary, though, so even so the nasty places far outweigh the nice ones.

Let's break it down into three categories!

Awesome Underworlds!:

1) Mag Mell. "Mag Mell" means "Plain of Joy", and it's serious about it. Everyone here is eternally young, immune to disease, surrounded by music, food, alcohol and happiness, and they never have to leave to do anything unpleasant. In short, it's an eternal Irish party.
2) Valhalla. The coveted Underworld overseen by Odin for slain warriors, this one may not be for everyone, but for those who love it, they'll love it forever. The mead, wenches and heroic poetry never stop except when you get to go out and spend the day in glorious battle before coming back to get drunk again. If you're a fan of hititng people with swords and then all going out for a drink together, it's your dream come true.
3) Folkvangr. Freya's half of the spirits of the courageous dead go instead to Folkvangr and the feasting hall Sessrumnir, said to be enormous, beautiful and never without room for more dead dudes to come a-feasting. We know less about what dead people do here, but it's one of the places Viking warriors aspired to end up after death, and considering that Freya's in charge of her own eternal combat, it's probably pretty similar to Valhalla (except bonus: you get to look at Freya for eternity instead of Odin).
4) The House on the Left. The awesome, resplendent paradise of Huitzilopochtli, where things are so bright and amazing that everyone has to carry shields and just peek out the arrow-slits. One of the most coveted destination for warrior souls - plus, the big man sometimes lets you take field trips to the world as hummingbirds.
5) Tlalocan. A lush, eternally springtime paradise full of growing things and unending sources of food. No one works here or has to do anything but relax and enjoy the place, surrounded by fresh, clean water and abundant gardens. Of course, Tlaloc lives here, too, but he probably doesn't eat dead people.
6) Raj. The pleasant paradise of the Slavic afterlife is pretty similar to Tlalocan, actually - lush, beautiful waterways and growing gardens, abundant fruit and restful song, rivers of honey, paradise and relaxation. Sometimes the Alkonost rolls through and sings sweet, sweet love to your dead ears. It's the best.
7) Annwn. The Welsh Underworld of awesomeness and fun, where again there's no pain, sickness or old age, everyone always has as much to eat as they want and everything is awesome. Contradictorily, the creatures that live in Annwn tend to be hideous and horrifying... but I guess everybody needs a good border guard, especially if, like the Welsh death-god Arawn, they insist on declaring war on the living now and then.
8) Garothman. The heavenly eternal paradise of the righteous in Zoroastrian myth is peaceful, pleasant, and free of all wickedness, evil or worry. Ahhh.

Terrible Underworlds!:

1) Irkallu. The ancient Mesopotamians were having none of this "nice underworld for nice people" business; everyone dies, and when they do, everyone goes to Irkallu, the dreary, impregnable citadel of the dead. No one here remembers who they were or has any joy; they live in the dark, locked behind impenetrable walls, forever. There's no outright torture, but it's pretty unpleasant nonetheless.
2) Nepesh. Being literally swallowed into a death-god's mucus-slimed maw, then spending eternity sort of slogging around down there. Delightful.
3) Hel. Hel is deeply unpleasant, both the place and its dour ruler. It's cold, it's final, and it's riddled with disease and prevents the most depressed of souls from resting or finding any relief. Its lady does not care about your problems.
4) Naraka. Naraka has a good eventual intent, which is to rehabilitate souls so that they become fit for reincarnation, but that intent takes the form of brutal torture and punishment that can last for centuries before you're ready to head back into the world again. They're setting you on fire, they're boiling you in oil, they're pulling your fingers off one by one, but it's okay, guys; they're doing it for you.
5) Yomi. The Japanese underworld is a hideous place, a deep hell filled with unyielding darkness, permeating rot and all the nasty death-monsters Japanese imagination can come up with (which is a lot). Nobody is happy here, and nobody ever gets to leave. Jigoku, the Japanese Buddhist version of the place, is even worse, a depressing fusion of Yomi and Naraka.
6) Mictlan. The major Aztec underworld is a giant, miserable cattle-call of a place, a hall with no rest, joy or sustenance in eternal blackness, where the only object in your universe are the terrible lord and lady of the dead, Mictlantecuhtli and Mictecacihuatl. Enjoy spending eternity in silent terror, staring at their bony faces.
7) Uku Pacha. Uku Pacha has the sad distinction of actually having gotten worse over the centuries. Originally much like the world above, with every soul gaining a plot of land on which to grow food to slake their eternal hunger, it wasn't a really fun place since everyone basically worked nonstop to feed themselves, but it wasn't too terrible. Post-conquest, however, Inca myth now holds that so many of their people have been killed that each soul has no more than a fingernail-width of land to call their own. There goes the neighborhood.
8) Nav. Morena balances pleasant Raj out with depressing, hideous Nav. A dark, depressing world where the dead remain forever, cold and wretched, the only things you can hope for here are someone bringing light in occasionally (which you will hate, because it'll hurt your dead eyes) or perhaps being selected by the goddess to go back to the World for a day as a crow, croaking doom at passersby. You never get more than a day, though, and it's done expressly to remind you of what you can't have anymore.
9) Di Yu. Do you want to spend eternity in a place that has sections like the Division of Dismemberment and the Hall of Endless Bees? I don't.
10) Metnal/Xibalba. All the rotting hideousness of Yomi, married to all the blind, screaming terror of Mictlan. The death god will burn the living shit out of you upon arrival before throwing you into an icy lake of sadness, and things will not get better from there.
11) Duzakh. A dark, stinking, claustrophibically narrow hole into which the evil dead are dropped, where you can enjoy wondering whether you're going to be tortured for the next five hundred years or whether one of the resident horrible demons will run across you and devour your soul first.

Even Chance Underworlds!:

1) Hades. Hades has awesome places within it, like the Isles of the Blessed or the Elysian Fields, where dead souls live blessed, fulfilled lives of pleasure, accomplishment and happiness. But it also has awful places, like Tartarus, where inventive eternal punishments (like those suffered by Ixion, Sisyphus or Tantalus) await miscreants. And it also has a whole lot of basically neutral territory, like the Asphodel Fields, where everyone basically wanders around aimlessly thinking that at least it could be worse.
2) Hamistagan. Did you know Catholicism didn't invent Purgatory? The Persians did, and the Zoroastrian realm is pretty much identical: a grey, formless, empty void where souls who are exactly balanced between good and evil go to hang around for an undisclosed period of time before getting to go to Duzakh or Garothman.
3) Duat. At the end of Duat, you go to the incredible eternal paradise of Osiris, where everyone is granted a second life, more glorious than the first, to be lived in his lush and fertile underworld. But you also have to get through the nine million miles of sad, dark, confusing privation to get there and then make it through the heart-weighing ceremony, so it sort of evens out.

Of course, most of the really nice Underworlds have stringent admission requirements; Folkvangr, Valhalla and the House on the Left are available only to those who die in glorious battle, Mag Mell and the Elysian Fields are reserved only for those who live heroic and epic lives, Tlalocan requires you to die in one of a number of unpleasant ways to be considered, Gathoman and Raj are open only to those who have been judged righteous, good people and Duat requires meticulous completion of complex and ceremonial burial practices. Most ancient cultures, when they believed you got to go somewhere nice after death at all, believed that you had to do something good with your life first to achieve that. Joe the Shoemaker isn't destined for the eternal awesomeness of Mag Mell - unless he decides to be Joe the Shoemaking Crusader for Justice and kills a bunch of enemy soldiers, and then more power to him. It's a common ancient idea that your afterlife is a sort of continuation of your first life, so what you are and do make a difference when it comes to where you go.

Or, there are cultures like the Mesopotamians. Welcome to Irkallu, here's your cell, have a nice eternity.