In a fantasy world I briefly ran a long time ago, I had some Dwarf cities with place names like "Flooded Shafts", "Tapped Out", "No Gold Here", and "Bad Air", to discourage visitors.
Guy
Always choose the option that'll most likely blow up in your own face. You never know when a tribe of werebears is going to want to skin you alive, for instance. Those are the Munchausenesque moments you can brag about over beer for years.
Of course, sometimes you get bitten by vampires infected with bubonic plague, but on the whole, you have a great time.