The most fascinating thing about our perception of Hell is that everyone's idea of Hell is different.
This SNL skit with the Devil talking about his newest member of Hell makes the point perfectly.
The best and worst thing we can do for our characters is to put them through hell. Although this usually involves putting ourselves through hell while writing their story, the emotional resonance when they overcome their worst nightmare is worth every second of agony.
Each character's Hell is going to be different. It's our job as the author to find the most specific and detailed method for torturing our character so that they come out on the other side as newer, more improved, and hopefully happier people.