Purely natural areas with no major landmarks in them are rarely interesting dungeons. In fact, they're often so uninteresting and mundane that one might wonder why they were included as dungeons at all. If there's nothing notable there, why can it be entered? Why isn't it just part of the world map, or omitted entirely?
Make sure every area has major notable features that are unique. Swamp? Boring. Swamp with a half-submerged temple in it? Somewhat better. Swamp with a half-submerged temple in it, where cultists have set up camp within the ruined buildings, and erected a massive magical purple crystalline spire in another non-temple section of the swamp to resurrect an Elder Demon, which has turned the earth around the spire black and is sending a stream of constant energy into the sky? Now we're getting somewhere.
These sorts of things don't have to tie into the main plot. It helps if they at least fit the overall theme of the main plot - the above example would be great in a game where the plot struggles with the morality of demonic magic (like Warcraft), but not so good in a game where the plot is centered on freeing an oppressed nation from a totalitarian empire (like Final Fantasy 6).
The area doesn't actually have to have any plot at all though. There's no need for significant dialogue, necessarily. Even if you don't have the time and resources to make complicated cut scenes, it's still a great idea to make landscapes that are interesting. Anything that can be described as "a plain <x>" is not going to hold the interest of your players for very long. Put in some landmarks, combine two or three motifs into a single area, make it memorable.
I help run a free online [link=http://uossmud.sandwich.net]Squaresoft fangame[/link] where we have areas based on Final Fantasy 5, 6, 7, Chrono Trigger, and Secret of Mana. This is partly a shameless plug for my online game, but those old SNES and PSX games are some of my favorite games of all time and are full of great examples of what I'm talking about. When you went across a mountain in FF7, it wasn't just a mountain, it was a mountain where broken train tracks led from an abandoned mako reactor, past a burnt-down village that was destroyed when the reactor malfunctioned, to some cliffside slums where the village refugees had gathered around the entrance to a theme park. When you went across a mountain in Chrono Trigger, it was floating in midair, with massive chains tying it to the ground to keep it from floating away, and little pieces of it had come loose and were connected via their own smaller chains that you could walk across. When you went across a mountain in Secret of Mana... okay, Secret of Mana had a crappy boring mountain. The Temple of Darkness was there, but it was just a little generic-looking cave entrance. It should have been a massive black cathedral or something, with bats circling around it.