What's the best way to deal with multiple 'worlds'

[StevilKnevil]

I want the player to be able to travel to a new world much like in a campaign (but without pre-authored maps). What's the best way to achieve this?

I see that you can create multiple surfaces (though I've not yet worked out how to move the player between them) - but it seems to my that this may be pretty inefficient. If I create a new surface and move the player there, presumably the old one is still present (and still being updated?) Surely this will be an unnecessary burden on CPU & memory? Or have I misunderstood?