I am using a "hug the left wall" strategy most of the time. Most of the time, this works pretty well, unless the developers constructed the building in a specific manner that makes you miss some parts of it when you just follow the left walls. (I.e. the left wall is a circle hallway, and the interesting stuff is only accessable by turning right at some points.)
^^^^^This is my most effective exploring technique. Pick a wall and stick to it. Watch the map as it is unvieled and check to see if you miss any "blind" spots, go back and hit them later. Always go through any portal to unlock that portal's map marker, then go right back in and finish exploring. Do one floor at a time, completely clear that area, then move up/down. Sometimes I'll clear a building of enemies first, then do a thorough sweep for loot, and sometimes I'll do the slow crawl searching everywhere and silently take out enemies as I come accross them.
_Gunny out.