My current campaign IS a dungeon: The World's Largest Dungeon. But, I didn't just spring it on my players, they requested I buy and run it (unfortunately, when I requested financial aid for it, they just sat and blankly stared). But I bought it anyway and have found it to be a worthwhile purchase.
Previously, if there was a dungeon for my PCs to go through, it would be small enough that they could explore the entire thing in one session. Though, I did use part of the Tomb of Abysthor in my meta plot, and they spent several sessions exploring the catacombs and caverns under that.
JediSoth