There are multiple schools of thought on the subject. The primary (in my opinion) three are: build everything dungeon style where the rooms are rooms and the hallways are hallways and the walls double up when side by side; build the floor and walls separately where the floor is laid out then the walls are placed on top; the third is a hybrid where you have both "rooms", "hallways" and open floor with movable walls.

I have several sets made and personally like the gothic az arena style and the fieldstone as dungeon style. However, i just finished a Dwarven Forgery set with the cracked tiles and fieldstone walls that turned out pretty good. I must say that i am not a fan of the 2x2short pieces and will probably go with 4x4 tiles for any expansions I make.

In the end, you will need to figure out what works for your gaming group.