I've been constantly thinking about the best way to implement my new megadungeon (I'm on a kick with it, these days, and Flying Swordsmen is paying the price, not getting worked on, but oh well).
One thing that really worked in my first iteration (the maps I posted earlier) were the rumor box, especially rumors about specific treasures. It gave the players something to strive for within the unknown element that is the campaign dungeon.
Some of my rumors were about monsters they could find, some were about some of the 'specials,' some were folk superstition type rumors (sprinkle a ring of powdered silver to keep out demons), and some mentioned certain treasures within the dungeon.
Obviously warnings about what sorts of creatures are down there are useful, as it gives the party some ideas about equipment, spells, etc. they should take along. But the real inspiring rumors were the ones like, "The owlbear guards a huge pile of gold" or "The crown of King Jargo is hidden on the second level."
The 'Let's find that' impulse really leads to the desire to explore the dungeon, both for completeness (the emerald ring of Trogdor is supposed to be around here somewhere) and for advancement (if the bugbears have as much loot as we heard, we'll surely all level!). Of course, magic items often deserve their own rumors as well, but mundane treasures can really get the players raring to go as well.
So I'm gonna be making up a list of cool, named treasure items. Sure, there will be plenty of gems and jewelry, but I plan to throw in lots of other odd things as well. Stuffed heads, gilded chariots, matched sets of fine porcelain teacups, clay tablets with epic poetry in cuneiform, fancy hats, whatever. And rumors will hint about where they can be found, or who or what guards them.