Mechanically: I use a variety of techniques for play at the table. I'll predraw some dungeons on graph paper, use Chessex to draw some at the table, and build the more interesting options out of Dwarven Forge and other terrain pieces. I toss on my dungeon dressing pieces as appropriate. I also use theater of the mind for many combats with a solo monster or for combats that are more about the information they convey than they are for the challenge of the combat.
Keeping it interesting: A dungeon delve is not an adventure type, it is an adventure setting. The adventure is the reason why the PCs are there, and whatever story sits behind the dungeon.
My favorite dungeon crawl is a Haunted Mansion with the ruins of an extensive ancient temple beneath it. It is tied to the transitive planes, so PCs will find themselves passing back and forth from the Prime to the Shadowfell, the Feywild and the Ethereal. There are ~100 locations designed for the delve, but we reuse them in each of the planes. The tail end of the story, once the PCs have teleportation and planar travel access, takes the PCs to other planes for brief stints, but the final battle (meant for 20th level PCs) takes place in the Temple.
Key features:
Noise: I take into account proximity and sound. If you're not careful, you can bring down a horde upon your head. This doesn't mean that you need to stealth all the time, but you need to be smart.
Time: Everything is on a clock. Things change if the PCs are not diligent and trying to push forward. They can get to places where things stabilize and the clock effectively allows for them to take a break - but not entirely. There is always an incentive to push onward earlier and faster to make sure they don't miss out on anything.
Story: The story of the place is the most important part of it. While I strive to make every encounter interesting and important, I want the players to come back because they care about the mystery of the manor.
Challenge: I don't put all deadly and hard encounters in the dungeon. There are 'easier' challenges in terms of CR, but when I have those encounters in the setting, the risk of failure is not about survival - it is about preventing something, finding something, protecting something, etc... The PCs are not at risk of death, but they can feel the impact of failure.
Ravenloft: The Shadowfell version is a Ravenloft domain, so getting in and out is a challenge. The ways out are few and far between - and seal themselves up after you use them once. However, there is information there that can only be discovered there. While in the Shadowfell, the PCs see the place as it was thousands of years ago during a great calamity. The day resets like in Groundhog Day - but each time there is a slight twist. There is a 'Time Stories' esque (if you know the board game) element to getting out. When players are in the Shadowfell domain, I set up a Jenga tower for each player. When they do something significant, they have to pull from the tower. If the tower falls, something very bad happens...
Feywild: The Feywild version shows them the natural caverns that existed before the Temple was built into them. It is the home of an Archfey trickster that loves company and wants the PCs to join his eternal party. More over, he wants to escape the Feywild and bring his party to the Prime. One major concern they have to worry about is the risk that a day spent here could be a year, which is a huge problem given the clocks of the dungeon. And I do not give them an easy out that gives them the ability to control time - they have techniques to handle a several year change in the timeline, but it isn't easy. Memory Loss for the time spent there is also an issue.
Ethereal: In my setting, this is a Transitive Plane between the Prime and the Far Realm. It is a conduit for tortured spirits lost to the Elder Gods, of supernatural and aberration threats, and other nightmares. As soon as the PCs arrive for the first time I tell them to roll 4d6 in my dice tower so that only I can see the results. This is used to generate their sanity score, a 7th attribute. When PCs roll a Sanity Save they can often use either their sanity ability score, or one other specified for the situation. The trick is: They do not know what their sanity score is. Their choice impacts whether they are trying to embrace and master the horror, or resist and fight the horror. When PCs fail a sanity save, their sanity score decreases by 1: Permanently. It can't be restored by any Divine, Arcane or Nature magics. If they lose their last point of sanity, they succumb and the PC gives into the horror and becomes an NPC under my control. They may go mad, they may become enticed by the promises of an Elder God, they may physically change into an aberration.
Nearby Civilization: There is a town that exists just down the hill. The town doesn't have much in the eway of resources at the start, but the PCs can rescue some people that will set up shop there and begin to craft some magic items, potions, etc... for the PCs as a thank you for their rescue. There is a major city that is a week away. The PCs can travel there to get larger purchases - but there are clocks on everything in the dungeon, so that type of travel comes with a cost. There is also a room accessible around levels 7 to 9 with portals that connect to the 4 great marketplaces of the universe: (The City of Brass in the Elemental Plane, the City of Iron in Dis (Hell), the City of Gold (in the Heavens), and my Sigil (which for my games is in the Astral Plane)).
Big Bad: The Big Bad is felt from the very first session. The PCs learn who it is, why it is, and what it is trtying to do early on. From that point on, it is lurking in the background, just out of sight, watching the PCs and waiting for a chance to taste them. It is a blast to play.
