After playing Black Isle Studio's Planescape Torment (a fantastic game) and in the face of the massive failure that was H1 The Keep on Shadowfell, I have decided to forge my own campaign instead of relying on the ones supplied by WOTC. Planescape Torment is centered around the idea of, "planes," of existence which can be traveled between via portals. While Planescape was a 2e campaign setting the Manual of the Planes continues it's spirit in 4e. A such I intend to bring my characters through the wonders of the planes. This will occur after they are sucked through the portal in Kalarel's ritual (the last encounter of H1) and transported unknowingly to the Shadowfell. The rest of the campaign will center around them trying to find their way back to the Prime Material Plane from whence they came. I have not fully fleshed out the plot yet but the basic premise is that the destruction of Kalarel's ritual (just as Orcus was about to enter...or maybe he made it through and the PCs will have to deal with that when they get back to the Prime Material Plane (PMP)) thrust the PCs through the Far Realm. They where then pulled back (by Valthrun the Prescient) but he could not get them back to the PMP, as the strange magic of the Far Realm has a hold on them. Thus he deposited them in the Shadowfell with himself and promptly died.
I think that the relative mysteriousness of the Far Realm will provide an appropriate duex es machina to fill in any implausible holes that arise from a hasty campaign setting change.
I will keep up to date on the campaign starting with their deposit in the Shadowfell and their quest to find the Raven Queen.