I've only got one concrete room idea for this megadungeon I keep writing about. I came up with it about a year ago, when I was working on my that first strange hex map, and decided to stick a dungeon in that a couple of cultists were looting. If I'd ever actually run that thing, I think the dungeon in question would have become a sort of megadungeon -- I had the idea that it would turn out to be a much larger complex than the single level I had detailed at first.
The room in question was the reason I suspected it would be a much larger complex; it was intended as a room that the PCs could not beat at the early levels, and would have to come back to much later if they wanted to find out what was going on with it. Similarly, it was my explanation for why the cultists had camped out in the hex; they were trying to figure out a way past the room, because they wanted something that was in the deeper part of the complex.
I assumed the PCs wouldn't get past the room because it was inhabited by an iron golem -- CR 13 in an area otherwise populated by first and second level threats. It was inside a circle drawn on the floor, and would not move unless someone, or something, entered that circle, at which point it would attack until they left the circle again. I calculated the size of the circle precisely to allow the PCs to spend a round in it before the golem reached them, so they had a decent chance to figure out what was going on before they got killed.
In the center of the circle, where the golem stood unless disturbed, was a trap door, which they would notice upon investigation or if they provoked the golem into stepping onto it. The idea being that they would enter this room, discover the trap door, realize that there was no way they could get past the golem at their current level, and wonder about it for another ten levels, or until they acquired some other bit of equipment or knowledge that would let them get past it.
Obviously, in a true megadungeon, conceived from the start for that purpose, the golem wouldn't be sitting on top of the only entrance to the next level. Most likely, it guard an entrance to a strange sub-level, or a shortcut to a much deeper level. And I'd stay open to the idea that the players would find some tricky way around the guardian -- I'd draw up at least the basics of whatever was behind the door, just in case. But I like the idea of areas that the players just can't get to at the current moment, that they can come back to much later, if they remember. And I also just like the idea aesthetically, the lone statue guarding some dark secret.