I have little experience with megadungeons, just two campaigns I ran that were headed in that direction. One was a free form dungeon set in a vast series of caves. It had about a dozen different zones and I researched all kinds of geology to make the areas feel different from each other.
The other was an extra-planar library, a repository of all the information collected by the original builders of the cosmos. The first arc was about stumbling into the library by accident and then finding a way out again, brushing up against some of the factions and storyline along the way.
I'll probably chase one of those two ideas. What a big exciting project!
Edit: found the first map I made of the Colossal Caves. I have no idea what the numbers mean. Maybe they are depth indicators?
