Some player tips after a few sessions GMing my own megadungeon.
You can't clear a level . . . In some smaller dungeons, you can - but in a big one, it's not really useful to try. If you're going to spend all your time trying to clear the level, you'll never finish. It'll restock between trips as new monsters move in, folks hide their treasure in the looted sections, and new traps and tricks are set. It's a fools errand, and you'll be fighting for an increasingly small number of troves, too.
. . . but you can clear your 6. Just because you can't clear the level doesn't mean you shouldn't clear your way out. Make sure you've got an escape route. Eliminate or neutralize foes and traps that can cut off your trip home. Use magic and mundane tools to block off side accesses to areas you don't have time for but need to avoid interference from. Keep a rear watch and ensure your way out is safe (or at least safe enough). Don't use "we can't clear it" as a reason to leave threats in your rear area. Don't depend on magical escape either - Murphy's Law says it will let you down when you need it most.
Map, map, map . . . If at all possible, map. If not possible, map anyway - make a flowchart or decision path map. If your GM requires a character to be mapping for the players to be mapping, make sure some character is doing it and has the requisite tools. Hire a scholar to do it if you have to, and a lantern-bearer too to give him light.
. . . but don't worry about its total accuracy. It's only got to be good enough to notice glaring hidden areas or figure out you've been teleported or shifted or dropped down a level. It needs to get you back out, and back to where you want to be, not be a match of what the GM has. Save the extreme accuracy for your bow shots and for, if necessary, mapping out areas that clearly have more than you can see.
Always ask for rumors . . . Every trip, talk to drunks, sages, and veterans. Ask questions. The more you know the better. It's a big place, don't go in blind.
. . . but don't depend on them. Most of what you learn will be at best misleadingly true and at worst dangeorously false. Don't bet on any information you didn't pay for and verify from multiple sources . . . but investigate the juicy ones anyway. It's a game of treasure hunting, so enjoy the risk and reward!