Are you running the 4E version of Waterdeep or earlier?
Either way, your best option is to go to
Candlekeep and search (using google) and ask questions there. I would avoid the WotC boards because they're generally very unfriendly and unhelpful but candlekeep is normally quite good (albeit with some anti-WE threadcrapping).
I've run quite a few games in Waterdeep and the 2E products were invaluable for that. Unfortunately, I can't quite point you to the PDFs anymore as they were taken down from RPGNow as you, no doubt, already know.
Waterdeep is much like any other city. You just need a few good set pieces to make the players feel like they're in a real place. Create a good pub with a brawl. Have an encounter with the Watch where maybe the party saves the lives of a watch patrol. Have the party get between the schemes and/or feuds of some nobles. And a trip to Undermountain is always a great diversion.
I'm not sure about specifics that I can otherwise recommend because you give no detail about your game, your players or the PCs. If you can give me/us something to work with I'm sure you will get more helpful responses.