Bethesda's official Elder Scrolls website has been updated with three pieces of concept art and a FAQ for their newly announced The Elder Scrolls IV: Shivering Isles expansion pack. A snip from the FAQ:
Is this just another gate to Oblivion like the ones in the main quest?
No. Oblivion is made of lots of planes, one for each Daedric Prince. Oblivion featured the fiery realm of Mehrunes Dagon. The Shivering Isles is the realm of Sheogorath, the Daedric Prince of Madness. ItÃ¢â‚¬â„¢s a place unlike anything youÃ¢â‚¬â„¢ve seen in Oblivion.