Dungeons being the core of the game, its nonetheless difficult to use them on an episodic basis without some drastic modifications. Tiny Dungeons is one such way to fulfill your dungeon craving, and yet still be done after a normal 3 to 5 hour session.
There are two different kinds of Tiny Dungeons, literal and figurative. In the literal sense, a Tiny Dungeon is just that: a dungeon with only a few rooms, easily completed in one sessions. Sources of these are plentiful, such as the excellent One Page Dungeon Contest. With something like this handy, you can roughly estimate how long a session you're looking at, and decide from there whether you should play out travel, such as in the Relics and Ruins adventure style, or just start the session at the dungeon's front door with a quick synopsis of why the PCs are there.
If you prefer the DIY approach, my favorite model is the Five Room Dungeon. Simply put, you design a dungeon that contains a Guarded Entrance, a Puzzle, a Red Herring, a Big Finale, and a Twist. I like to add what I call a "World Building" room to this model - this is room where a plant a little info or mystery about my campaign world or its history. Something to chew on, like a statue of a forgotten god, a tablet of runes to decipher, a bas-relief depicting a scene from history - but maybe with a notable difference from the canon, etc, etc.
One of my favorite sources for Tiny Dungeons is Tony's awesome Year of the Dungeon blog. I've found these to be the perfect size for a session worth of adventure, with enough time left over for some travel and campaign plot development.
Then of course there are the Tiny Dungeons in a figurative sense. This dungeon can be as big as you want, but you're only going to play out one session's worth of adventure from it, beginning to end! One of my favorite examples of this is Moria from Lord of the Rings. This is clearly a vast underground complex, one that could take years to fully explore, but the "adventurers" really only have a few combat encounters (watcher in the lake, orcs and trolls, and balrog), a couple of puzzles (the moon-writing gate, finding the right direction), and a bit of history (the book in Balins Tomb). Take this same ethic, and apply it to something like the Temple of Elemental Evil.
To do this, what you really need is an objective. I'll cover this more in the Megadungeon adventure style section. In the case of Moria, the objective is pretty clear cut: get from one side of a mountain to the other, alive. Consider what sort of a goal or objective you could use with the Temple of Elemental Evil, pick out the most important half-dozen or so challenges you should put in the way of achieving that objective, give your players as clearly defined a route as possible, and poof!, you've turned this huge adventure into a Tiny Dungeon.
Another good episodic adventure is Monster Hunting. This adventure style can seem simple, but don't be fooled! There is more to a good monster hunt than simply rolling "troll" on a random encounter chart and siccing the players on it. Here are some good rules of thumb:
1. Select an "iconic" monster. While rooting out a nest of stirges or clearing a basement of giant rats can be entertaining once in a while, they're hardly the stuff of legend. What your players want to hunt down is something epic - a Grendel, a Smaug, a Medusa. Good monster selection is half the challenge with this adventure style. The monster should be the stuff of legend!
2. Beef up your monster. Remember, this beast is not encounter 14 of 36 - this beast is the whole adventure, so make it tough. It should be quite a few difficulty levels above what the party would normally face, and have two or even three times the hit points normal. Take a look at its attacks. If there is no possiblity of your beast wiping out the party in about three rounds, you need to beef it up. Increase numbers of attacks, damage output, effectiveness of poison, etc, as necessary. Have fun with it.
3. Prepare for more than one fight with this beast. A beast this legendary is going to be way too savvy to just stand and fight until death. A good monster hunt should have at least three fights - an initial encounter (party meets beast, and either gets whupped and runs away, or monster realizes these foes are tougher than normal and flees), an ambush (monster shows off how clever it is by ambushing the party while its recovering from the first fight), and a big showdown (typically in its lair, a terrorized village's town square, etc). Give your monster a means to heal a bit between fights, whether its regeneration, accelerated natural healing, or something supernatural (like Grendel's mom).
4. Location, location, location. Difficult terrain is best. There should be some sort of journey involved in getting to the monster's location, whether its played out or narrated (I like to keep those old black & white Tarzan movies in mind). This both removes the PCs from their resources and comfort zone, and puts them into an area where the monster has the advantage. Its also a good excuse for the party to hire lots of porters, which are fun to let the monster tear to shreds for dramatic effect. The beast's lair should also be a bitch to navigate, such as underwater, in a pitch dark cave, on a cliffside, in a maze, in a ruined temple filled with rubble, a lava-filled wastelend, and so on.
5. Give a good reason for hunting down the monster. Killing the beast shouldn't be the end, but rather the means to an end. Whether its rescuing a princess, saving a doomed village, recovering a magical artifact, capturing the beast to serve the Overlord, etc, having a reason to kill the beast has the pleasant side affect of allowing you to complicate things if the session runs short. Perhaps the princess was a similar monster, only appearing human, and now wants revenge. Maybe the Overlord doesn't feel like paying the party, and turns their captive on them at the first opportunity. Maybe the magical artifact is cursed, and turns the kindly old hedge wizard who wanted it into a raving lunatic with laser-beam eyes...well, you get the idea.
6. Encourage the party to prepare. Monster Hunts are a good opportunity to let the players flex their creative chops, so be prepared to wing a lot of rulings. These Hunts are not likely to be resolved by simple sword-swinging - there may be nets, poisons, traps, catapults and holy hand grenades involved. There may be special scrolls and potions to be recquisitioned. There may be special items and artifacts to be passed on (like that cool spear or necklace in Dragonslayer). Treat all of these things as the great opportunities for roleplay and worldbuilding they really are.
7. Not all is as it seems. It's not necessary, but rarely fails to make things more interesting. Throw the players a curve ball now and then after, or during, a Monster Hunt. Maybe that monster was put there for a reason, like to guard the Gate of Demons. Maybe the beast has been terrorizing Peace Valley because the farmers there offended Odin - guess who's on Odin's sh!tlist now? Maybe the beast is just misunderstood, or is being framed by a still darker power...
More to come...