My experience with 4E is extremely limited (about an hour spent reviewing the PHB and DMG before deciding I was happier sticking with OD&D) so I'm probably going to get a lot of terminology and details wrong, but I like to think I have a little more insight on the topic of megadungeons (as one of the guys named in the OP...).
From my understanding, the way 4E is set up, a party is expected to gain enough XP to level up every 8-10 encounters (which can include combat, traps, and skill challenges), by which time they're expected to have acquired the 10 treasure packets for that level. In a megadungeon-oriented game, I think you'd need to slow that progression down a bit to allow for more encounters and treasure packets per level -- reduce the BTB XP awards across the board by 1/3 (so that 8-10 encounters becomes 12-15) and increase the treasure packets from 10 per level to 15, but make the extra 5 some combination of non-quantified "treasure" (e.g. maps, hints/information, mundane equipment (oil flasks, holy water, extra food, extra arrows, etc.), prisoners who will help the PCs for the duration of the delve if given a weapon) and "booby" treasures (e.g. huge piles of copper pieces that aren't worth carrying out of the dungeon, fake gems and jewelry worth 1% or less of their perceived value, and that old-school favorite, cursed magic items).
The upper levels of the dungeon (the first 3 or 4) should probably be "double-stocked" -- 24 to 30 encounters and 30 treasure packets, or even triple-stocked if you're feeling really ambitious and anticipate a lot of activity (multiple player-groups exploring the dungeon in the same continuity). This means that, generally speaking, the PCs will level up before they've "cleared" the level. If they choose to continue on rather than move to the appropriate level they should be penalized XP by the ratio of their level to the level they're operating on (i.e. 2nd level characters gain 1/2 XP from encounters on dungeon level 1, 3rd level characters gain 2/3 XP from encounters on dungeon level 2, etc.). There is an issue that, with double the number of treasure packets, characters are likely to end up either a bit too rich or a bit too poor compared to the BTB guidelines. This shouldn't be too big of a problem (and if it is, the DM is of course free to move treasure packets around on the fly to make sure the party is getting the proper stuff).
Another important factor in megadungeons is having lots of empty space. This runs counter to modern design sensibilities (even modern-retro design sensibilities, like Castle Zagyg) but is, I think, pretty crucially important to the proper pacing and feel of a megadungeon. If you've got 30 encounters (divided into 6 5-room sub-dungeons) you don't make a 30-room level with each encounter directly adjacent to all the other encounters, you make a 75-room level with empty space separating all of them from each other. The "most obvious paths" should generally lead to empty areas (the idea is that the dungeon is a living environment and that both the monsters within it and other NPC adventuring groups are regularly exploring it, so all the obvious areas will have been previously cleared by adventurers and now avoided by monsters) and the PCs should have to explore around in order to find the actual lair-areas where the monsters are living (and storing their treasures). The players shouldn't just feel a sense of accomplishment when they finish a 5-room dungeon, they should feel a sense of accomplishment when they find one -- "aha! an area that hasn't been explored before!"
It helps, perhaps, to think of the level conceptually as a wheel and spokes -- the "central" area of well-traveled passageways and empty rooms and chambers (the main entrance to the dungeon, and the transitways to lower levels, should generally be located here) and the more remote/hidden lair-areas (5-room dungeons) where all the toughest monsters and traps and best treasures are. When mapping the dungeon you shouldn't follow this pattern literally, the whole thing should be more of a maze where two rooms might be adjacent to one another but (without something like a passwall spell or armor of ethereality) you can't get directly from one to the other and instead must wander halway across the level and back. Navigational nuissances like one-way doors, sliding walls, rotating rooms, and teleporters, and minor obstacles like pits and portcullises can help create this dynamic without having to draw your level map as a literal maze (though at least a bit of that is probably warranted too -- just be sure not to overdo it; a big maze that looks great on paper is almost certainly going to be a huge bore at the table unless you've only got 1 player and he's really into mazes).
Wandering monsters are important in a megadungeon, especially in that central "empty" area, representing both actual wandering monsters (patrols from the lair-areas, monsters out looking for food or investigating strange noises or lights (i.e. the PCs), other groups of adventurers) and "minor" lairs of weak or unintelligent nuissance monsters who don't have treasure, aren't key to any theme or plot, and thus aren't worth marking on the actual level key (nests of rats, centipedes, spiders, etc.). The primary point of such encounters is to keep the PCs moving -- to discourage them from being too meticulous or spending too much time resting or arguing/planning out in the open. If the PCs do end up fighting them (either because they were too stubborn to run away or because they got caught by surprise and couldn't) such encounters should net the party zero XP but still use up their daily and encounter abilities (some house-ruling regarding how an encounter is defined is probably needed here -- the megadungeon experience is too closely tied to strategic resource management and gradual attrition to really work if the party can simply rest for 5 minutes and regain most of their resources).
The last issue is the amount of time taken up by combat, especially with wandering or nuissance monsters. You don't want to spend 30-45 minutes resolving something that is, by design, a nuissance and distraction. In OD&D such combats could generally be resolved in 5-10 minutes, and that's probably a good target for 4E as well. Two ways to accomplish would be to treat all wandering and nuissance monsters as minions, and to re-introduce the idea of morale, either systemically or on an ad-hoc basis -- monsters, especially wandering monsters, shouldn't normally fight to the death once it becomes clear they're overmatched. A group of wandering bandits or goblins should generally fire missiles for a couple rounds and then when they get hit by a spell or two and see that the PCs aren't dropping with a single hit (but they are) either run away or surrender. In the former case the PCs can try to chase them down, which is a good way to get lost or led into an ambush. In the latter they can either keep the prisoners (interrogate them, perhaps ransom them or take them back to town and turn them in to the lawful authorities (or sell them into slavery)) or slay them anyway (which can both cause alignment issues and, if evidence of it gets back, cause reaction penalties with other monsters).
Hope my understanding of 4E isn't so woefully incorrect that there's at least a couple of useful suggestions in here
From my understanding, the way 4E is set up, a party is expected to gain enough XP to level up every 8-10 encounters (which can include combat, traps, and skill challenges), by which time they're expected to have acquired the 10 treasure packets for that level. In a megadungeon-oriented game, I think you'd need to slow that progression down a bit to allow for more encounters and treasure packets per level -- reduce the BTB XP awards across the board by 1/3 (so that 8-10 encounters becomes 12-15) and increase the treasure packets from 10 per level to 15, but make the extra 5 some combination of non-quantified "treasure" (e.g. maps, hints/information, mundane equipment (oil flasks, holy water, extra food, extra arrows, etc.), prisoners who will help the PCs for the duration of the delve if given a weapon) and "booby" treasures (e.g. huge piles of copper pieces that aren't worth carrying out of the dungeon, fake gems and jewelry worth 1% or less of their perceived value, and that old-school favorite, cursed magic items).
The upper levels of the dungeon (the first 3 or 4) should probably be "double-stocked" -- 24 to 30 encounters and 30 treasure packets, or even triple-stocked if you're feeling really ambitious and anticipate a lot of activity (multiple player-groups exploring the dungeon in the same continuity). This means that, generally speaking, the PCs will level up before they've "cleared" the level. If they choose to continue on rather than move to the appropriate level they should be penalized XP by the ratio of their level to the level they're operating on (i.e. 2nd level characters gain 1/2 XP from encounters on dungeon level 1, 3rd level characters gain 2/3 XP from encounters on dungeon level 2, etc.). There is an issue that, with double the number of treasure packets, characters are likely to end up either a bit too rich or a bit too poor compared to the BTB guidelines. This shouldn't be too big of a problem (and if it is, the DM is of course free to move treasure packets around on the fly to make sure the party is getting the proper stuff).
Another important factor in megadungeons is having lots of empty space. This runs counter to modern design sensibilities (even modern-retro design sensibilities, like Castle Zagyg) but is, I think, pretty crucially important to the proper pacing and feel of a megadungeon. If you've got 30 encounters (divided into 6 5-room sub-dungeons) you don't make a 30-room level with each encounter directly adjacent to all the other encounters, you make a 75-room level with empty space separating all of them from each other. The "most obvious paths" should generally lead to empty areas (the idea is that the dungeon is a living environment and that both the monsters within it and other NPC adventuring groups are regularly exploring it, so all the obvious areas will have been previously cleared by adventurers and now avoided by monsters) and the PCs should have to explore around in order to find the actual lair-areas where the monsters are living (and storing their treasures). The players shouldn't just feel a sense of accomplishment when they finish a 5-room dungeon, they should feel a sense of accomplishment when they find one -- "aha! an area that hasn't been explored before!"
It helps, perhaps, to think of the level conceptually as a wheel and spokes -- the "central" area of well-traveled passageways and empty rooms and chambers (the main entrance to the dungeon, and the transitways to lower levels, should generally be located here) and the more remote/hidden lair-areas (5-room dungeons) where all the toughest monsters and traps and best treasures are. When mapping the dungeon you shouldn't follow this pattern literally, the whole thing should be more of a maze where two rooms might be adjacent to one another but (without something like a passwall spell or armor of ethereality) you can't get directly from one to the other and instead must wander halway across the level and back. Navigational nuissances like one-way doors, sliding walls, rotating rooms, and teleporters, and minor obstacles like pits and portcullises can help create this dynamic without having to draw your level map as a literal maze (though at least a bit of that is probably warranted too -- just be sure not to overdo it; a big maze that looks great on paper is almost certainly going to be a huge bore at the table unless you've only got 1 player and he's really into mazes).
Wandering monsters are important in a megadungeon, especially in that central "empty" area, representing both actual wandering monsters (patrols from the lair-areas, monsters out looking for food or investigating strange noises or lights (i.e. the PCs), other groups of adventurers) and "minor" lairs of weak or unintelligent nuissance monsters who don't have treasure, aren't key to any theme or plot, and thus aren't worth marking on the actual level key (nests of rats, centipedes, spiders, etc.). The primary point of such encounters is to keep the PCs moving -- to discourage them from being too meticulous or spending too much time resting or arguing/planning out in the open. If the PCs do end up fighting them (either because they were too stubborn to run away or because they got caught by surprise and couldn't) such encounters should net the party zero XP but still use up their daily and encounter abilities (some house-ruling regarding how an encounter is defined is probably needed here -- the megadungeon experience is too closely tied to strategic resource management and gradual attrition to really work if the party can simply rest for 5 minutes and regain most of their resources).
The last issue is the amount of time taken up by combat, especially with wandering or nuissance monsters. You don't want to spend 30-45 minutes resolving something that is, by design, a nuissance and distraction. In OD&D such combats could generally be resolved in 5-10 minutes, and that's probably a good target for 4E as well. Two ways to accomplish would be to treat all wandering and nuissance monsters as minions, and to re-introduce the idea of morale, either systemically or on an ad-hoc basis -- monsters, especially wandering monsters, shouldn't normally fight to the death once it becomes clear they're overmatched. A group of wandering bandits or goblins should generally fire missiles for a couple rounds and then when they get hit by a spell or two and see that the PCs aren't dropping with a single hit (but they are) either run away or surrender. In the former case the PCs can try to chase them down, which is a good way to get lost or led into an ambush. In the latter they can either keep the prisoners (interrogate them, perhaps ransom them or take them back to town and turn them in to the lawful authorities (or sell them into slavery)) or slay them anyway (which can both cause alignment issues and, if evidence of it gets back, cause reaction penalties with other monsters).
Hope my understanding of 4E isn't so woefully incorrect that there's at least a couple of useful suggestions in here
). Mike mearls also suggested that, rather than having monsters show up as an extra encounter, roll 1d20 and on 19+, have the wandering monster group show up while the players are looting the bodies, not enough time to recover encounter powers. This is a particularly clever implementation because it destroys the illusion that encounter powers are "use-em or lose em" and also can potentially eat up some daily powers until the lesson is learned. Also, for anyone who has experienced a double encounter like the two wave kobold fight in Keep on the shadowfell, It's interesting in that while it's MORE difficult than facing two encounters cleanly, it tends to be slightly LESS difficult than facing all of the monsters in a single wave, as the XP will indicate a hefty encounter level.
