Gangsey
I know it makes me a heretic but I like the general idea of the Greek Underworld. Tartarus is the closest to purgatory, but then there's the middle ground. The medium places, like the Mourning Fields and Asphodel Meadows - if you didn't commit crimes but lived a fairly ordinary life, you went to the latter. If you wasted your life on unrequited love, then to the mourning fields for you. Heroic types like Achilles (and Patroclus, I assume) went to Elysium to have a comfortable afterlife.