Note: This answer uses Dungeons and Dragons 3.5 and emphasizes employing spells; Pathfinder and Dungeons and Dragons 3.5's psionics and other special abilities make available further options.
I know what you're looking for.
You want an extradimensional space (so folks using the spell scrying [div] (Player's Handbook 274-5) et al. may well find you but nonetheless can't reach you using the spell teleport [conj] (PH 292-3) et al., and so you don't have to carry all your loot with you and so you never pay for an inn stay again) that maintains changes you make to it (so you can build immovable objects or traps or whatever in it and have those still exist when you revisit the space) that you can journey to safely instantly (maybe as a standard action or less) and where you can stay indefinitely (so it must have, like, air).
That's pretty much what every serious adventurer wants: an instantly accessible secure, private, comfortable lair. If that's the only acceptable option, skip to You Want Your Own Demiplane and do that, but...
If Doing Without Is Acceptable
Besides the 2nd-level Sor/Wiz spell rope trick [trans] (PH 273) and the 7th-level Sor/Wiz spell Mordenkainen's magnificent mansion [conj] (PH 256), in D&D 3.5 there're a few other items and spells that can make a livable extradimensional space.
- A portable hole (Dungeon Master's Guide 264) (20,000 gp; 0 lbs.) has approximately 283 cu. ft. in which to, um, hole up. That's a lot less than it sounds if one wants to live in it--considering the square footage comes from the hole being a 6-ft.-diameter, 10-ft.-deep cylinder--, but reasonable if one's a Small creature. Solve the only-10-min.-of-air problem with a necklace of adaptation (DMG 263) (9,000 gp; 0 lbs.). Ask the DM if the hole's interior can be modified. Note: The hole's entrance still exists on the Prime, so it requires either a trusted minion or a safe place to camp anyway.
- An enveloping pit (Magic Item Compendium 159) (3,600 gp; 0 lbs.) is, perhaps, Dungeons and Dragons 3.5's best deal: A portable hole-like item but having a 10-square-ft. entrance and being fifty feet deep! A spiral staircase and some landings is all it takes to build a lair inside an enveloping pit. Limited to LE, LN, and NE alignments, a Use Magic Device skill check to emulate an alignment (a not inconsequential DC 30) will clear that hurdle.1 Ask the DM if the the 10-min.-of-air thing is still a thing, as the pit "functions like a portable hole," and, of course, if the pit's interior can be modified. Note:* The hole still exists on the Prime, so it, too, requires either a trusted minion or a safe place to camp anyway.
- A minor schema of pocket cave [conj] (Champions of Ruin 33) (5th-level spell at caster level 9) (Magic of Eberron 122) (18,000 gp; 1 lbs.) grants the bearer, who'll probably need to make a Use Magic Device skill check (DC 29) to activate it,2 the ability to create 1/day for 9 hours a dark, wet, comfortable (with air, even!) cave stocked with fresh water and edible fungi that's made up of 18 10-ft. cubes with entry restrictions like the spell Mordenkainen's magnificent mansion. Note: It's just a mansion for lower-level folks that's available sooner but, often, harder to use.
Although not of much use to some creatures and sometimes only available to high-level creatures, other more obscure options exist (e.g. the 8th-level Sor/Wiz spell Mordenkainen's capable caraval [conj] (Stormwrack 119) has an extradimensional space within the conjured ship like that of the spell Mordenkainen's magnificent mansion, the 9th-level creation Domain (Spell Compendium 153) spell pavilion of grandeur [conj] (SpC 272), a camouflaged compartment (Dragon #352 80) (12,000 gp; 0 lbs.) in a warforged buddy may with the DM's permission permit Tiny creatures to use the 10 cu. ft. therein as a lair, undead and other nonliving creatures can lair in the dragonskin bag of Grendel (Dragon #329 26) (18,000 gp; 8 lbs.) although the bag's interior isn't extradimensional).
If not using these--or if these just aren't up to your exacting standards--,
You Want Your Own Demiplane
Any creature with an Intelligence score of at least 3, using the core rules alone, with some careful planning and a lot of gp, can have his own demiplane and permanent, ready access to that demiplane.
Step 1: Acquire the Ability to Cast the Spell Genesis
The 9th-level Sor/Wiz spell genesis [trans] (Epic Level Handbook 117) allows the caster, while on the Ethereal Plane, to create a 1-ft.-radius demiplane which grows at the rate of 1 ft. per day until its a 180-ft. radius demiplane; casting the spell again on the demiplane increases demiplane's size again.3 The caster "determines [the demiplane's] factors such as atmosphere, water, temperature, and the general shape of the terrain," but whether this includes the plane's time and magic traits (Dungeon Master's Guide 148 and 149-50, respectively) is the subject of vicious Internet debates.
Anyway, the spell genesis can be cast by a creature capable of casting 9th-level Sor/Wiz spells, or a non-caster can cast the spell by employing magic items, such as the ones below.
- A scroll of genesis (9th-level spell at caster level 17) (28,825 gp; 0 lbs.). Unless the spell genesis is on the creature's spell list, the creature must first employ the skill Use Magic Device to decipher a scroll (DC 34) then the skill Use Magic Device to use the scroll (DC 37).
- A staff of genesis (9th-level spell at caster level 17) (1,365,050; 4 lbs.). Unless the spell genesis is on the creature's spell list, the creature must employ the skill Use Magic Device to emulate the class feature Spells of a class that has the spell genesis on its spell list (probably DC 37). Note: If the DM is using the rules for Used Wands (Magic Items Compendium 227), a case can be made for used staffs. A staff of genesis with 1 charge costs 27,595 gp.4
- Outside of core, an attuned gem of genesis (9th-level spell at caster level 17) (33,100 gp; 0 lbs.). Deliberately touching the gem to activate it casts the spell once. Note: Created via the feat Attune Gem (Magic of Faerûn 21), this has the advantage of the user not needing to make Use Magic Device skill checks. This has the disadvantage of being the product of an obscure, unupdated feat in a D&D 3E source book for the Forgotten Realms campaign setting. But, still, it exists.5
Paying a caster to just cast the spell genesis costs 26,530 gp but such a service, according to Table 7-8: Good and Services (PH 128-9) under Spellcasting and Services, "is not generally available except by DM's permission" (129). A fully charged staff of genesis isn't even available in a planar metropolis (ELH 113), but the other items above may be available in towns at least the size of a large city (DMG 137).
Step 2: Cast the Spell Genesis
The spell genesis can only be cast on the Ethereal Plane (DMG 151-2). If the DM's campaign uses an alternate planar cosmology, it's possible the caster's boned. Ask first.
A Knowledge (the planes) skill check may determine the best place on the Ethereal Plane to cast the spell genesis, but the check's DC will depend on the DM. This is actually important (see 3, below), and it may be worth investing resources into improving this Knowledge (the planes) skill check.
The caster employs a method of planar travel to journey to the Ethereal Plane. For a caster, the 5th-level cleric spell or 7th-level Sor/Wiz spell plane shift [conj] (PH 262) et al. is the obvious choice, and available to non-casters in a variety of forms (e.g. attuned gem, minor schema, scepter, staff). Note that the 7th-level Sor/Wiz spell ethereal jaunt [trans] (PH 227-8) and the 9th-level Sor/Wiz spell etherealness [trans] (PH 228) are--without a generous DM (see footnote 5)--insufficient for the task that awaits.
The DM may mandate that the caster of the spell plane shift needs the appropriate forked rod for the Ethereal Plane--the spell plane shift's material component--, necessitating another quest. A more lenient DM has his campaign's spell component pouches contain such forked rods as they are without a gp value. Ask first. (The 5th-level Psion/Wilder power psionic plane shift [psychoportation] (Expanded Psionics Handbook 124) needs no material components, making that power in some campaigns more efficient than the traditional spell plane shift.)
In core only, a non-caster without the skill Use Magic Device can still access the Ethereal Plane alone, but it's either expensive and, if one has a low Intelligence score, risky or just risky if one is not of a good alignment.
- The figurine of wondrous power (obsidian steed) (DMG 256, 257) (28,500 gp; 0 lbs.) creates 1/week for up to 24 hours, a creature under the activator's control that can, among other things, 1/round at will use an effect like the spell plane shift. A good-aligned activator who has the creature use this ability may (10%) end up in the Nine Hells instead of his intended destination.
- An amulet of the planes (DMG 247) (120,000 gp; 0 lbs.) grants the use the ability to use at will an effect like the spell plane shift. If the user fails an Intelligence ability check (DC 15), he either ends up in a random location on the desired plane (01-60) or on a random plane (61-00). Note: "The normal take 10 and take 20 rules apply for ability checks" (PH 65), so a creature with an Intelligence score of at least 18 can use the amulet of the planes fearlessly if not under stress.
If not already there, travel to the appropriate Ethereal Plane location (see 1, above) and cast the spell. The spell genesis has a casting time of 1 week. Interruptions while casting the spell can cause the spell to fail, so the caster will probably need sequestration and maybe friends, mercenaries, or competent minions for protection while he casts (and getting them to the Ethereal Plane or acquiring them while on the Ethereal Plane is possibly yet another quest). When the spell's completed, the demiplane is created.
Casting the spell genesis merely creates the demiplane.6 The spell doesn't move the caster to the demiplane (which is okay; it's only 2 ft. in diameter). The caster, in fact, doesn't even absolutely--really, really--know the demiplane exists until he visits it.
Step 3: Acquire Means to Journey to and from the New Demiplane
This is harder than it may seem. A generous DM will allow the creator knowledge of the size and metal type of the forked metal rod necessary to access the plane via the spell plane shift (again, advantage to the power psionic plane shift), maybe even including the rod in the campaign's spell component pouch. A stricter, by-the-book DM may say that, as a new demiplane, such knowledge doesn't yet exist and will have to be discovered (still a further quest). Once (or if) the forked metal rod appropriate to the demiplane is acquired, though, the spell plane shift can be used for quick access.
In core, if the rod knowledge can't be acquired, the caster's stuck using the aforementioned amulet of the planes or figurine of wondrous power (obsidian steed). Alternately, there're these:
- A 9th-level githyanki (MM 127-8) cohort can be recruited--with the DM's permission--by a creature who takes the feat Leadership (PH 97, DMG 106), is at least level 13, and achieves a leadership score of 16. The cohort has, as a spell-like ability usable once per day, plane shift.
- The cubic gate (DMG 254) (164,000 gp; 0 lbs.) grants the bearer the ability at will to either open a gate to a random spot on 1 of 6 different planes (including the Prime) or transport himself and adjacent creatures to a random spot on 1 of 6 different planes (including the Prime). (The spot's random, not the plane.) The item's creator "should choose the planes to which the other five sides are keyed," and this can include the newly created demiplane. Note: A staff of plane shift (5th-level spell at caster level 9) (34,050 gp; 4 lbs.) is usually a better investment if one has ranks in the skill Use Magic Device, but if one's a mundane good creature with a low Intelligence score and no ranks in the skill Use Magic Device, the cubic gate's a thing. Unless cash and ambition's outweighed sense, the demiplane's only 360 ft. in diameter. Barring horrible topographical errors on the part of its creator, a random spot on the demiplane shouldn't be a big deal.
Outside of core, magical, nonpsionic methods abound of journeying to the demiplane (e.g. circlet of convocation7 (Dragon Compendium Volume 1 133-4) (4,775 gp; 0 lbs.), dimensional chalk holder (Arms and Equipment Guide 131) (22,950 gp; 0 lbs.), lesser amulet of the planes (Dungeon #107 69) (24,000 gp; 0 lbs.), planar ring gates (Planar Handbook 83) (20,000 gp; ea. 20 lbs.), an ur'Epona8 (PlH 72, 130-1) (32,000 gp and 5 gp/day)).
For the DM
The prices and events above are for PCs. NPCs who do the same should, by the time they're encountered, have their full complement of gear back after making their extradimensional bolthole. NPCs still pay for the means of getting to and from the demiplane out of their current wealth but should not pay for creating the demiplane using their current wealth--the DM should factor that into the creatures' Challenge Ratings or the encounters' Encounter Levels. According to Table 4-23: NPC Gear Value, a very careful level 13 NPC could pull this off, but it's more likely an accomplishment of at least a level 15 NPC.
- Faking out the pit to use its relic power requires a creature of the appropriate alignment to make a Use Magic Device skill check to emulate the cleric class feature deity, Domains, and Domain spells (the first line of which is, "Choose a deity for your cleric" (PH 32)) (DC 21) then to make a Use Magic Device skill check to emulate cleric class feature spells (DC 29) to expend a nonexistent 5th-level spell slot to activate the pit--like Lidda uses channel energy to activate the magic chalice (PH 86). Ask the DM first, though.
- I know it's bold, but most folks don't take the feat Initiate of Gruumsh (CR 24).
- While it's cheaper to use the 9th-level cleric spell word of genesis [conj] (Tome of Magic 262), the spell's more obscure and will likely require additional resources so the caster can make the Truespeak skill check (DC 50). The demiplane it creates also grows at an achingly slow pace and has different effects. It's worth comparing the two, though.
- "You know," thought Emirikol the Chaotic, "after that 49th demi-plane, I'm done. I think it's time to put my staff of genesis with 1 charge up for sale." Really?
- My advice assumes the DM sanely house rules that attuned gems don't instantly cast the spell upon activation (it doesn't say either way, but it's implied they do in the rules for Gem Magic (Mag 113-4)). If the DM rules spells are cast immediately no matter what their normal casting times, this is totally worth the extra 5,000 gp... and makes the feat Attune Gem awesome.
- Yes, merely.
- Park a buddy in the demiplane, leave, use the spell sending [evoc] (PH 275-6) to tell the dude to cast the spell scrying [div] (PH 274-5) on you, detect the sensor, and use the circlet's plane shift effect to go to him. Easy.
- The ur'Epona can replace the celestial riding dog (MM 31, 272) of a caster who can cast the spell summon monster II [conj] (PH 286, 287).