What's that scifi book with a dimension traveling religious guy and it ends up Texas is Hell?

I originally thought it was by Heinlein, but I don't think that's right. The main character was from a religious 'dimension', and somehow got teleported to another dimension and landed on a clothing-optional cruise ship, then jumped to a bistro and the waiter said something like "We serve wine and beer, but we can't serve any of the harder stuff" (I don't know why I remember that quote...). The main character tries to find this woman he loves or loved throughout the different dimensions, lots of other stuff happens, and eventually it turns out that Texas is actually Hell, and Satan is just kind of a regular guy who tries to help him, and the girl he's after is in Heaven, and God is a prig so he won't let the main guy in, or something... Please help! Trying to refer it to a budding reader, and I haven't read it since I was a child! (I may have the whole 'girl is in heaven' thing mixed up, but Texas was definitely Hell). Thanks!