A big pair of regrets I have with Felltower are as follows:
1) I didn't make the upper levels and surface area a starting area for beginning delvers instead of using the Caves of Chaos.
2) I didn't add a lot more connections between the upper levels and one another, and then to the lower levels from there.
Let's look at those in turn, as a lesson to would-be megadungeon GMs.
1) One issue I've encountered again and again is the need for side areas for starting groups to explore. But I started the game with the Caves of Chaos because it was the fastest way to start.
The downside to that is that there is always a temptation to go look for a "side area." There is always a pull toward going back to the Caves, or the Lost City, or the Cold Fens, or some unknown additional location. It's a fallback, and a megadungeon game works best when the megadungeon is the main pull. Given a chance to play again, I'd burn my ships at the shoreline and commit the group to the megadungeon and nothing else.
That does mean more work - you need to have basic details for everything the PCs can get to in the first session or two before you start and furiously map and prep ahead of them. But in the end it should be a better game.
2) I made the top level of Felltower a little too tight. Yes, it was meant to be a fortress and had chokepoint entrances. But it should have expanded behind that to 3-5 ways to pass between each and every level for the top few levels at least, and a central way down to the deeper levels accessible from the start. I had one for the top few levels, but it would have been better to allow it access to even deeper levels - I could have used magic to restrict access deeper, instead of doing a Wizardry-inspired pair of staircases (although Proving Grounds of the Mad Overlord used two elevators.)
Allowing for more too-and-fro access would have resulted, in my opinion, in a better delving experience and less "we can't go there!" b.s.
Just a couple of thoughts on Felltower for today.