When Harry Potter had first died and appeared in the metaphorical Kings' Cross Station, Dumbledore had called death 'The Next Great Adventure.' After several hundred experiences with dying, talking to Death, and going through new lives, Harry knew more about the 'Great Adventure' than his old mentor could ever imagine.
Returning to the white glare of King's Cross Station once more, Harry looked at the manifestation of the border of life and death. The alternate realities available for reincarnation were fittingly represented by trains. Designs on the trains showed off features of each dimension, giving hints of what to expect from each life. It was interesting to see the number of trains fluctuate as lives were lived and dimensions went through their own periods of creation and destruction. A good number of tracks had trains with multiple carriages, each carriage representing a different interesting point in the history of the dimensions.
"Welcome back, Master," an entity cloaked in liquid darkness rasped as it approached Harry.
"Souls are something not often studied in universes, but this world of alchemy you explored was much more informed than the rest."
"The homunculi were a very peculiar study, and this form of alchemy is very different from my birth world's. It was much more violent, even just repairing objects was an incredibly vicious experience, what with the lighting and all."
Harry summoned a book from the dragon hide messenger bag he'd spelled with an overpowered undetectable space extension enchantment of his own creation. The book had runic wording on its cover, titled A Treatise of Beginner's Alchemy. Flipping open to an early page, Harry placed a shattered whistle on the ground and traced a circle in the air with the Elder Wand, drawing a design of light matching the runic circle in the book. He activated the alchemic formula with a jab, and a light show of multicolored sparks surrounded the broken whistle. After a few seconds the display died down, revealing a shiny whistle in pristine condition.
"I see what you mean. Did you succeed in combining your magic with this new world's?" Death asked after witnessing Harry's display.
"Combining the alchemy with my own was difficult, but I managed to combine the recipes for the different Philosopher's Stones to create one able to bypass alchemic requirements without using souls," Harry stated proudly, showing off a maroon crystal darker than either of the Stones he'd seen before. It gave off a powerful neutral aura, completely different from either the darkness of the soul-crafted Philosopher Stone or the light of the magic-crafted one. He returned the crystal and the book to his bag before turning back to the trains.
"I'm going to spend some time in the manor before I go to another life. I need to build another room for the items and artifacts from this adventure, and create another wing of the library for the books," he said after a while. Death simply nodded and stepped back before fading out of existence, leaving Harry alone in the station. The wizard placed his bag on the ground and unzipped the back panel, flipping it open to reveal a ladder descending into a pocket space that held the rebuilt Potter Manor. 
The bag dimension had no source of light [2, so Harry had been unable to grow plants from the dimensions he'd visited. Now that he had created a 'Philosopher's Crystal,' Harry could create a miniature sun in the dimension. Using his second completed crystal, as he planned to display the first, Harry drew an alchemic circle representing fire on the crystal, and added many different runes for sustainability and flame from the different magical languages he'd picked up on his adventures. By the time he was finished, not a single face on the rock was unmarked.
"Alright, it's go time," Harry whispered to himself as he pulled out the Elder Wand. He levitated the stone into the sky and started pumping magical energy into it. After several minutes, the stone was glowing brightly, and Harry quickly made the wand motions to circle the energy throughout the stone before backing away. From the safety of the manor and wards, he watched as cracks appeared on the crystal, connecting the runes. When the last shape, the alchemic circle he drew first, was connected, the stone exploded into bright light.
Once the spots had faded from his eyes, Harry was able to see a ball of flame hovering well above his manor, making the area raise several degrees as it heated up. The wizard whooped in joy before running out to the garden he'd had prepared since the manor was first built.
The greenhouse that the garden was in was also space expanded, with rooms separated by climate then dimension. Harry had been taught gardening and herbology by Neville in his first life and often used the practice in each of his reincarnations, so he was well aware of the ideal growing methods for each of the plants he'd picked up. Some time later, the Master of Death had finished planting and began to set up the growth ward stones. These stones used growing spells mixed with wards to increase the yield and growth rate of the plants, providing bountiful harvests without harming the soil too much.
"I'll finally be able to create potions with plants from different dimensions!" Harry cried. Potions had always been something he was good at, but like his avoidance of Slytherin house due to Malfoy, he'd avoided the subject because of Snape. After the war ended, Harry had studied the subject in 8th year to be able to both join the Aurors and study healing magic. He had become quite adept at brewing in the process.
Because of the different magical and weather environments in each life, the wizard hadn't often been able to experiment much with combinations of ingredients. Now, though, he'd have a large collection waiting for him to use, and many more growing at a steady pace.
A few days later, according the clock hung in the manor as the miniature sun was stationary, Harry emerged from his potions lab. The front of the dragon hide bag now contained several new potions of various colors and consistencies, waiting to be used after thorough testing with simulations and animals. As exciting as brewing was to the wizard, it wasn't something to be done without pause for any longer than a week, even with refreshing and wakefulness spells.
During his time at the manor, Harry had also created a new room, well warded for both containment and protection. Each room was designed in accordance to the style of the dimensions its artifacts came from. Especially dangerous artifacts were kept in their own rooms in the manor's underground vault, sealed with soul wards bound to only Harry. The items in these sealed rooms ranged from the flute of the Pied Piper to maginuclear bombs.
After creating the new room and placing the new books in the library, Harry turned to his workshop to tinker one last time before he would reincarnate. His weapon of choice was a scythe, gifted to him by Death on his first millennium birthday. The staff had a collection of beads hanging on a string connected to the joint of the blade and body. After each reincarnation, Harry would add a bead to this string. When placed in a slot in the body of the scythe, the beads would transform the scythe into a weapon or tool created from all of Harry's accumulated knowledge for each reality.
Several days later, Harry finally returned to the manifestation of King's Cross Station and summoned Death.
"Master, which life are you going to next?" Death asked, observing Harry as the wizard played with the scythe beads.
"I've been picking and choosing for too long, I think my standards need an update. Can you pick something for me? Somewhere I don't need to suffer from a hero complex please," the wizard asked with a sigh. Reliving themes of prophecy and world-saving had gotten dull over the years, but it was difficult to find a life that balanced adventure and irresponsibility. The last one had been a post-apocalyptic wasteland a few centuries back. It was difficult to have a world-saving situation when the world was already destroyed.
Death hummed and tilted its head, observing the trains in the station. It finally settled on a vehicle decorated with unique monsters and lines of code moving quickly across its surface.
"This one should be a good choice for you. You will be an adult already when you get there, so no need to store your items in a pocket dimension. I'd describe the world, but you are probably better off experiencing it yourself," the entity stated. Harry gathered up his bag and other items, putting on a set leather armor he'd grabbed from a version of Asgard in his early incarnations. After double and triple-checking himself, the Master of Death boarded the train, readying himself for a new adventure.
Notes on theory:
•Not a room-space like Moody's trunk
•Creating a room-space is an alchemical ritual that requires the materials for the base structure of the room to be on hand
•Panel is a stabilized wormhole, based off The Veil and Harry's own dimension hopping experiences
•Dimension is NOT spontaneously created - instead, it is a newer dimensions that has yet to establish life of its own
•Harry chose an asteroid far from any planet that would be inhabited any time soon
•A self-made ritual based on the bubble-head charm was used to create an atmosphere and warm up the place
•Named as such because it was made with a heptagonal (seven being a powerful number in more than just magic) crystalline molecular structure instead of the typical alchemical transfiguration of a Fire Ruby (HP-verse) or Grand Elixir made of distilled souls
•Magic can be used to alter an environment, but the new climate is unsustainable
•Rituals used to create segmented greenhouses utilize magic energy to start, and solar energy to sustain