Excursions from the Megadungeon

Scott at Huge Ruined Pile posted about enjoying both megadungeons and small, detailed modules. I agree. I've started thinking about building my own megadungeon, and plan to include outside excursions for the sake of variety. These will mostly be optional side-quests, although a couple would be required to advance further into the megadungeon. The characters might need to recover an artifact from a remote site before they can open a door to the megadungeon's next level for example. The players get a change of pace, and the DM gets to indulge in building an intricate little adventure site.