I remember building "wine cellars" in DK2. Just create a big Casino area with rows of walls in it so you don't get any 3x3 areas. The walls will get coated with booze racks, and creatures will come in and set three sheets to the wind without paying or winning any money. I don't know if this had any real effect on their moods, but I remember it being loads of fun having packs of unsteady goblins wandering around.
I also made catacombs, castles, labyrinths, personal housing (and what a pain that was), chicken alleys, luxurious carpets, and some lovely chapels complete with population of converted monks.
Another thing I remember was where I had a couple instances in the sandbox maps where I would basically replace my workforce with converted dwarves. There was an interesting bug where if you took a hero out of the toolbox and converted him, two more would respawn in the toolbox to take his place. Eventually, the box would get flooded with dwarf clones.
DK1 wasn't quite so great as far as architectural tomfoolery was involved, but I do remember snow-covered plains and long, winding gem mines where my servants would toil incessantly... And, because of how workshops worked back then, I'd end up carpeting areas in doors and traps. This made it easy for my delightful little Horned Reaper dens, complete with treasury airlock and bolted steel doors... Not to mention the personal temple and throne room to keep the little bastards from going on rampages through the dungeon.