You also need to be a bit careful about falling off the paths in there. The Plane of Fire is a network of raised paths above a sea of lava, and some of the paths are above maximum flying height, so if you fall off, you have to fly right back to the lower bits.
I presume there's a set of stairs (or the equivalent) somewhere for parties who don't have the Fly spell, but I've never looked for them so I can't tell you where they are.
You might also find the Castle of Fire interesting. It contains what I found to be one of the game's harder puzzles.