They aren't even p[laces at all, but states of being. If you find yourself in Hell, then change the way you think about it and you can be in Heaven.
"Heaven is not a place or time; Heaven is being perfect." -- Jonathan Livingston Seagull
"Be ye therefore perfect, even as your Father in Heaven is perfect." -- Jesus.
That, again is dependent upon which faith you ascribe to. Some world religions (as well as some Christian sects) believe that Heaven is a true and physical place with streets of gold and buildings of silver. Others, as you have pointed out, depict heaven as a state of mind or an ethereal goal to which one should strive. Others still depict it to be whatever one can imagine it to be.