When I was writing the second D&D campaign for my setting the Isles of Ethos I spent quite a lot of time considering the nature of hell and its effect on my players. The whole second campaign was an elaborate trap set by a Demon Lord bent on deceiving the PC's into inadvertently opening the Gates of Hell. The idea was that the relatively low level PC's would have no choice (responsibility for the worlds predicament weighing on their shoulders) but to enter hell itself and undo the damage they had caused.
The problem was I never liked the idea that they could just stroll into hell, complete their mission and go home unaffected by the ordeal. This was Hell after all. So I adapted an idea - culled from countless films and books - and came up with the idea that all who enter hell are Helltouched. This means that if they survive long enough to leave Hell, they leave changed by the experience.
I wrote the guidelines with 3.5e in mind but can be adapted to 4th Edition easily. All PC's gain +4 Knowledge - The Outer Planes. This should be treated as Bonus Skill. Players may spend skill points to buy further ranks in this skill and can treat it as a Class Skill for that purpose. However at the same time they also pick up a flaw. Some ill effects are purely physical, others mental. Some are curiosities while others are serious weaknesses of body and mind.
1-10% White Hair The PC's hair turns completely white or develops a white streak.
11-19% Vivid Scar The PC has a scar that never fades and often throbs painfully.
20-28% Colorblind The PC See's everything in black, white, and shades of gray.
29-37% Pupilless Eyes The PC's eyes are clear white orbs. The PC's vision remains as it was before despite the change in their appearance.
38-46% Second Sight The PC may have flashes of vision when in contact with other people. However the visions are only ever those of death, misery & depravity.
47-54% Death Sense The PC can sometimes 'sense' death before it happens. This is not an exact skill and is often vague and misleading.
55-62% Withered Limb The PC's right hand always appears to them as withered and ancient. There is nothing wrong with the limb and only the PC can see the illusion.
63-69% Tick The PC has an uncontrollable tick that gets worse when they are under stress. 70-74% Catatonic You cannot speak or even make noises. Physically there is nothing wrong.
75-79% Amnesia You are unable to remember anything about your past, yourself, or your family. Your life is a blank slate.
80-83% Post-Trau Stress The PC relives the trauma of their time in Hell through persistent thoughts, dreams, and flashbacks.
84-87% Obsession The character cannot help thinking about an idea, image, or impulse incessantly, often involving violence and self-doubt.
88-90% Hamartophobia The PC has an unreasonable fear of sinning. The existence of hell cannot be denied & the PC knows what is in store for them if for their evil ways.
91-92% Bleeder The PC's blood is thin & wounds bleed more. If the PC drops below 0HP blood loss is now twice as rapid (2hps per rd) until healed or treated.
93-94% Stutterer The PC's speech is broken by occasional bouts of stuttering. Charisma based skill checks that rely on verbal communication suffer a -2 penalty.
95-96% Broken Will The PC has a nervous disposition. You take a -2 penalty on Will saves.
97-98% Shaky Hands You have to concentrate to stop your hands shaking. You take a -2 penalty on all ranged attack rolls.
99-00% Panic Attacks These culminate in palpitations, sweating, trembling, & difficulty in breathing. Will save (DC15) or suffer an attack lasting 1d10 rounds.
I had my players make a random dice roll to determine the effect applied to their PC but other GM's may feel it more appropriate to pick effects based on the PC's experiences in hell. Either way it means the characters will go home to the Material Plane with more than just XP and Duty Free.