Hell Fort
A safeish place
Notes: I know that it's actually called "The Nether" but I tend to think of it just as hell. It's full of lava and fire that burns forever and angry things trying to kill you with fire, which sounds like hell to me. So to make it safer I build a small fort. It's basically just a large stone wall around the portal so provide me with some protection from the monsters outside. In a nearby room there is a chest to store stuff between expeditions, makes it safer than taking everything with you. There is also a tunnel that leads off into the nether to allow me to collect stuff but stay out of the really open areas where the really scary monsters are.