In post-modern and new-age circles this is a frequent topic of discussion. Generally the consensus is that based on the current frames of reference and understamdings of soul and energy, it is possible to incarnate or otherwise experience places and planes other than earth.
The tricky part is in trying to surmise how and why. Some think it is tied with energy, particularly one's vibration. Whereas it is more likely for older souls, with their experience and higher vibrations making it easier to adventure between differing levels and planes more easily. Some choose to go to specific places for a purpose- such as indigoes and other old souls choosing to come to earth as lightworkers to try and stimulate progress. Others think that where a person goes is more defined by their Karma and the challenges they need to experience and learn from. And yet more think it is a matter of the places one goes to being chosen early in the soul's journey, and only changing to another place if it becomes necessary. Such as a failure of the planet/place where it will no longer support life.
Personally, I think it is a mix of things that a person weighs for themselves while between lives. And of course good old-fasioned predisposition. Some people are more adventurous or less bound to individual kinds of energy. And they might have found a method to adapt and grow into entirely different forms of experience more easily than others. Some choose only a single incarnation to experience in a different place because it would focus the experiences towards a certain kind of lesson. Or it might be a matter of a particular world being more (or less) challenging and the individual feeling the need to 'rest' for a life, or to take more of a cram course on things.
'Destiny of souls' might be a book that would interest you. It touches on this topic and goes into more detail than most others do.