1. A Good Random Table Is Worth 10 Room Descriptions: A room needs a proper description only if it has some special feature inside (monster, treasure, trick, puzzle, or a combination of the above). Otherwise, it's far better to rely on random tables, as they're usually a) much faster to read and b) while you roll your dice for random furnishings your players obviously think you're rolling for wandering monsters, which increases paranoia (and this is always good).
2. Make Use Of Harmless Looking Dangerous Stuff And Vice Versa: A statue of Tsathoggua with a big-ass diamond in its jaws? Harmless. The tiles at the bottom of the stairs leading to the statue? Opens on the Neverending Pit Of Doom. In a couple of sessions the players will be scared by their own shadow (ehi, that's a good idea; I must have the PCs fighting their own shadows somewhere in this dungeon).
3. Be Ready, Though Not Too Ready: A Megadungeon always needs to be under construction. Leave corridors leading nowhere, and bind it to your needs. It's cool to grant extra XP bonus for reaching the edges.
4. Doing Nothing Is Just As Fun: It may happens that the party finds a safe path in the dungeon, and spend the session without running into one damn monster, trap, treasure or puzzle. In that case, don't cheat on the dice; if you end the session with no wandering monster around to your need, it's not a big deal. The session is going to be just as fun, as long as the players are paranoid enough about it.
5. Maps Need Space For In Game Notes: Don't bother having nice looking maps. Leave some space at the edges to take notes during the game (like broken door, battle with goblins, dead adventurer and so on). It's always cool for the players to leave their mark in the Megadungeon, perhaps even more than facing your Saturday Night Specials.