[quote]how many legends involve heroes going to a god's domain uninvited to challenge them or steal something or something?[/quote]

I am a bit confused here, are you saying these don't exist? Or that they do? (because they really do! We haven't even decided if we are giving those pesky humans the gift of fire yet, so who knows if they will need to steal it.)

I think travel won't be as much of a problem as everyone seems to think, it's just that now everyone will devise their own methods and there will be a stronger sense of permanence. 

In my view, gates to their spheres should work according to the god, their need, and the function of the gate. Say the sun is a gate as you described, it would be a pretty open gate... though mortals likely can't reach it :P. Maybe to traverse the shadowy alleyway path you need a special amulet, else you just bonk your head against a wall, maybe the magical teleport towers have fierce guardians and the portal is only open during summer solstice, maybe the path to the ocean realm will only open itself to those pure of heart while all others will fall into the depths of the sea and drown.

And that is not even accounting the possibility of abilities or relics that can make the god move into his sphere. Though in all honesty, I don't know how the spheres are situated physically around Galbar. From what Zeph told, I had this impression that by travelling up, you eventually reach a place between worlds.