Most players probably know the "I only turn right" trick to follow the wall to the exit. Sure it takes longer, but they know they will find the end.
I designed a maze which wouldn't work with that trick. Tracing the walls would lead you into "dead-end" loops or back to the start. I did this by making the corridors very long and curved, so the maze sort of looked like layered spirals, and the floors slightly inclined leading under and above the other tunnels, often making a left become a right and vice versa.
I gave the wizard a blank paper and a pencil, and I had tiny tunnels for an imp to use to harass them as they maneuvered about.
They couldn't get through the tiny tunnels because they didn't have reduce person spells, though this would've made the maze alot easier, and they didn't have a dwarf in the group, nor high enough levels of dungeoneering/engineering to notice that the tunnels were, in fact, inclined, which would also have helped them to understand the complicated design of the maze.
Oddly enough, the wizard figured he should walk in a zig-zag pattern, and wether by luck or geniality, he found the exit and they beat the imp on more fair grounds before it became a problem.
The players were quite intrigued by the design, and I consider the maze a great success, and might use a similar one in the future. It was only one challenge, thus small enough to not be tedious, but it could be bigger and more another time, though I'd had to work alot more on making it interesting.
For mazes I would definitely use curved or erratic corridors, or teleports, and let the players draw themselves, and definitely give them a few hints or options to defeat the maze more easily. Like the druid could encounter walls of roots only he could traverse to help with exploration, reduce person to squeeze through tiny tunnels and such.
I've also done a maze with spinning parts, which was a decent success, and one with strange phenomenon like reversed gravity where you end up in the roof etc, which was hilarious.
A maze with teleports would also quickly destroy any attempt at the "only right" trick.
Whatever you do, make sure you have hints on how to traverse it, or design that allow for creativity.