"The Gates of Creation" by Philip Jose Farmer. Suspiciously like R. Zelazny's Amber series - except Farmer's series predates Zelazny's. Hmm.
Blurb: "Imagine a whole series of separate universes, made to suit the whims of a race of super-beings... Then imagine one such universe constructed as a diabolical trap to destroy a single person - the man called Robert Wolff, one of the race of universe makers, and once of Earth. Wolff has only his courage and his wits with which to combat this cosmic maze..."
Second in the Tiers Series, but reads fine as a stand alone. More pulpy and "pure" sci-fi/fantasy than Amber series, which is kind of snarky.