I'm surprised at all the negative opinions here -- I've played in and run a few pretty damn fun mazes in my time.
Of course if it's a straight maze, like something you'd find in a puzzle book, it's going to be boring as hell... And they don't make sense for every "dungeon" your players run into, either. But when they make sense, and you spice them up, they can be really interesting.
Tombs, for instance, make sense to be mazelike -- they aren't built for frequent use, they're built to protect it. You want to make it hard for intruders to get in and out -- of course you're also going to throw a few huge stone blocks in the way as well, but in a world with
stone shape et al, a mental barrier is generally more useful than a physical one (although in a world with
find the path, it's best to have both, plus a few magical ones
)
Someone also mentioned religious mazes, which is another sensical use. The path to a ritual room in a temple of Vecna I once ran was built as a maze (with lots of really macabre reliefs lining the walls) -- the process of navigating the maze had a mind-opening purpose, to create the proper mental state for performing dark rituals.
In any case, the maze has to be more complicated than just walls: There should be puzzles, guards, and all sorts of things which require more than walking along the way. You may have to do something in location A to open the wall at location B, for instance... And of course, when you're running it, don't force the players to choose every single turn -- just let them describe their process for navigating the hallways, then give them a brief rundown of the turns they take before they arrive at the next interesting spot. (Note: This is why I don't stick traps in totally random hallways, as it requires me to run the whole hallway to give the players a chance to spot them.)
Mazes that you just have to navigate are boring. ("I walk with my hand on the wall to my right until I'm out.") Mazes that you have to really
figure out, though, those can be pretty fun.