CHURCH

The first place you will venture into is the church, levels 1-4. The entrance to this place is located in the northwest part of town and is fenced off along with the cemetary, a vivid reminder of what awaits those who fail within the halls.
The creatures you will encounter in the church are mainly the first line defense, including the lower skilled minions of some powerful groups, like the skeletons, whose higher ranks you shall meet once you descend into the catacombs. The lighting here is still good, being that these halls were once inhabited by men instead of beasts, but any addition to your light source is a plus because the rooms can be expansive and scavengers tend to hide in the dark corners.
When you first start the game you will have litereally nothing but the cloth on your back and the fists on your arms. The going will be slow since you will only be slightly better equipped than the vermin sent to bar your progress. After you have gained levels, usually above 20 so that you can play on nightmare difficulty, these four levels will become your hunting grounds for loads of gold so that you may barter with Griswald and Wirt and obtain their enchanted trinkets.
Because of the over-abundance of skeletons on these levels the chests here tend to hold a large amount of monsters as well as treasure. Never again will you encounter the rising skelton after opening a chest as much as you will on these four levels. Speaking of chests, you will also find many of them on these levels which is good, especially in the early going when you cannot afford to fight for all your gold. Shrines are also a regular occurance and you may get lucky and find a library or two that can help you with the arcane side of your knowledge.
Keep in mind that in both the single and multi player game, this section holds two bosses that can be trouble for adventurers, the Butcher and the Skeleton King. If you attempt to take either of these baddies on when you first get to their levels you are in for a rude awakening. Even with a party of four, they can make short work of a group not approaching the 10th level. Keep these things in mind and you should have a pleasant trip into the church, at least as pleasant as trip in Tristram gets these days.

CATACOMBS

Once you are done with the lowly church, you can move on to some real adventure as you enter the catacombs, levels 5-8. Opened by the church elders and used to store casks of wine, these dark and dank reaches have become a haven for many creatures of the Dark Lord.
The minute you step foot into this section, especially if coming from level 4 as opposed to town, you will immediately notice that you are not in church anymore. The rooms are much darker and foreboding and the whole place has a rougher feel, not to mention that large goat-like creature bearing down on you from the east.
The enemies here get tough in a hurry especially if you venture down when you first can. Goat Men and Spitting Terrors can make short work of many higher level characters let alone the level 7 character who enters the catacombs because they can. The creatures also tend to be of a darker complexion so they blend into the surroundings much better and are usually very close before you see them, so keep a wary eye.
The booty you begin to get here finally starts to get interesting. Up in church you usually got gold and a few really weak items, but here in the catacombs not only has the gold increased, but you can find some really nice enchanted items. Granted the randomizer in the game can make this a very frustrating experience, but the opportunity is there.
You will still notice a few specific shrines here, but since these levels are the favoirte hangout of the Goat Men, you will see a lot of Goat Shrines. Another major difference you will find is that once you enter the catacombs the monsters gain a scary new ability: they can open doors. Only those with arms are capable of this, so you are safe from Winged Fiends and such; unless they are partying with some Goat Men. The problem you get is that you can be fighting for your life in a room and the creatures back you to a doorway. Thinking you are safe from behind you prepare to make your stand, only to have something open the door behind you.
Use these levels as a chance to hone your skills, stock up on items and spells and prepare yourself for the Caves.

CAVES

OK, so you made it this far. It means you've got some spunk in you after all. As they say in sports, "This is where is stops getting pretty, and starts getting ugly." When you first step into this place you may notice one thing, asides from the rocks, lava and really big creatures: the fact that there is no longer anywhere to hide. Fighting in a bottleneck is now something you really have to look for. In many places you will be in a vast cavern filled with monsters who, while they might not be able to hit you hand-to-hand becuase of that lava river are doing a fine job, thank you very much, of kicking your patootie with their ranged attacks.
You thought you had trouble upstairs with the Billy Goat Brothers? You ain't seen nothing yet. Down here in the caves you will meet some of the baddest, rudest, toughest hombres this side of the Pecos... Oh sorry wrong game :). Get rid of that Pecos part and you have it all right though. Asides from the Spitting Terrors the average size of the creatures down here is somewhere between a Volkswagon Bug and a city bus. They will tower over you, and when surrounded, good luck even seeing your character. If you ever wanted to cry for mommy, this might be the time.
As if sheer size and ugliness was not enough, these guys also pack the whallop of an asteroid slamming into your head. They can hit you from far, they can hit you from near, before you know it you'll think you wandered into some twisted episode of Sesame Street. Nowhere is safe and your best defense is a good offense. Dead monsters do no damage and that, my friend, is your sole purpose in life if you want to survive the caves. You probably would not have made it this far if you were not a lean, mean killing machine and you will need every ounce of that ability as you purge the caves of their wicked filling.
And what do you get for all this hard work? Sadly, not much. The dwindiling of treasure you saw in the catacombs only continues here. While the piles of gold are bigger, the chests are farther apart and the monsters who drop something are fewer. Don't get me wrong, you won't go broke fighting down here, but you might feel as if you're getting paid minimum wage to go out and take over a small country.
Are we having fun yet? No? Well, take a step down into your worst nightmare. You're going to hell!

HELL

This place dosen't look that bad. You've got neat little walls and some decent floor covering and the lighting isn't bad either. Everything would be fine except the decor is ruined by all those bloody bodies on pikes and those big guys in armor coming up the hall. I wonder if they want to know the score of the ballgame?
Welcome to hell, brother, and what a wild ride this will be. If you came from town you were dumb enough to jump into a crack in the earth so I guess you might be crazy enough after all to take this place on on it's own terms. If you let it hell will grab you, chew you up, spit you out, lick it's lips and then chomp on you some more. Hell is only easy for those who cheat. Even level 30+ characters have been known to be suprised and chopped into little pieces and sent home to mother by a group of Winged Witches. To take hell lightly is to end up in a heap on the floor with a bunch of dancing women around you. While that may not sound so bad to some members of our audience, in this game that is a bad thing.
The rooms in hell suffer from the same problem as the caves did up above: too much room and not enough furniture. While that type of environment is good for ballroom dancing, it really sucks for combat. You can get surrounded in hell so fast it will make your head spin. Half the reason for this is that there are a LOT of baddies in hell, even on normal difficulty, and the other half is that those baddies are powered by rocket engines and can close the gap between you and them in a hurry. If you ever felt the need to hug something, nurture it here and hug the wall as much as you can. It will at least keep one side of you out of harm.
Those boiling pots are now your only hope to salvation through shrines, so use them if you like, just remember that hell is a dry place, and just like the desert, animals tend to congregate around water, so beware the ambush as you drink. You can count the treasure chests you will find on each level on one hand. Well, it's not quite that bad but they are a rare find.
Once you are skilled enough to play on hell difficulty you will find this is one of your favorite places to hang, even though it is not so easy. You get all the real cool stuff in the game on Hell/Hell. Everyone asks where people get Godly Plate of Whales or King's Sword of the Heavens. Chances are they originated here. They may have passed through many trades to get to you, but in most cases they began in the pocket of a Knight.
Once you get through these levels you will have "finished" the game. But the joy of Diablo is that you are never truly finished. The game goes on, and I have never not felt challenged at times. No matter what level you are, if you venture down into Hell/Hell and get ambushed by a room full of Hell Spawn, your blood will start pumping and you will still hear it in your ears, no matter how loud you scream.