A meaty topic! N4H, I thank you! 😉
Okay, dimensions. At first glance it would seem that the term has been used very inconsistently throughout the run of Buffy and Angel and due to that it follows that the rules of crossing into them seem inconsistent too.
I tend to believe that it's as simple as assuming that every dimensional realm has different properties and different governing principles, including the details of passing through the dimensional walls of each realm. To get to Pylea all you need to do is recite the correct words and you get your dimensional door. Very straightforward and suggesting that Pylea is relatively "nearby" to earth, for want of a more accurate term, or that the walls between our reality and there are relatively thin, depending on how you see the relationship between dimensional realms.
Glory's home dimension, however, was clearly a lot less easy to access and to do so depended on a power much more potent than a few words spoken. In that case it was the Key. Other dimensions would no doubt be harder to access whilst yet others would be easier, regardless of the power of the being trying to pass through.