I only go dungeon diving on my Warrior-type characters (unless it's quest related). And with them, since I RP, I do it as their job. To go out of town for a few weeks, and not come back till I have, say, atleast 5000 Gold worth of stuff, and come back. These trips can take time, so it's like a mini-campaign, where I open the map, mark where I want to go, and head there, stop on a campsite on the way for the night, hunt for food, eat, sleep, wake-up, travel, rinse and repeat till I arrive. Upon arrival I just loot and ransack the place, and sell the bandits/marauders armor back at the city from whence I came. Also, my character feels like he's done some good, since he's rid the world of a little evil. It all works out great.