When you're first presented with a new land to conquer, take a good long look at the map. Scope out the areas with gold, potential danger areas (usually the far ends of the map and anywhere near portals), and locate the entrance portal closest to your Dungeon Heart. Now start planning your rooms.
You'll want to keep your first few rooms in a nice, tight area around your Heart. You don't want to expand too quickly, or you're likely to encounter some unpleasant surprises, such as water or lava, which will be a serious weakness in your design. Choose a nice, big space for a Treasure Room (preferably near the gold) and then plan a large lair and a medium-sized training room immediately adjacent. You'll also want a slightly smaller area for a hatchery, which should be in a central location near all your rooms. Start building these four rooms first, even before you claim the Entrance. A good-sized lair, hatchery, and training room will ensure that you get a few Bile Demons and Demon Spawns right off the bat; there are a limited number of monsters available in each level, and it won't help you if a bunch of flies and beetles take up precious space. Also plan on making your rooms square whenever possible - square rooms are the most efficient.
With your initial rooms, it is not necessary that you fill them immediately. For instance, you should plan a big lair, but only put lair tiles down in a relatively small area at first (five-by-five is a good size for your starting lair, Treasure Room, and hatchery and three-by-three for the training room). This will save you money and make further expansions less of a hassle. Also, try to keep a relatively large area open for expansion. In later levels, you'll need to build at least one mini-dungeon if you want to keep your minions from fighting among themselves.
Now you should claim the Entrance and start mining some gold. Your initial minions will start wandering in, and you should start planning your Library. Choose an area relatively free of activity, but with easy access to the lair and hatchery. You don't want every monster in the place strolling through your Library every time they're hungry or trying to get paid. As a result, your Library should only have one doorway. Again, plan a large Library, but only place a few tiles (nine is a good start). Some researchers will undoubtedly appear and you'll soon be able to start building more advanced rooms.
Tell me about the rooms