Every time these kind of submissions come around, I feel it necessary to give a shoutout to Jamis Buck's great series of blog posts and examples on the topic: http://www.jamisbuck.org/mazes/
Part of my undergraduate dissertation involved generating random mazes - and these articles were a godsend.
Somewhat off-topic comment from my experience in the Roguelike community: If you're a game designer, PLEASE DON'T PUT MAZES IN YOUR GAME!
(It's a terrible crutch and doesn't make the game any more interesting or challenging. The _ONLY_ exception I know of is the Baldur's Gate: ToB/Watcher's Keep maze level. That is deterministic and actually pretty well-planned out wrt. the no-magic vs. magic-allowed zones.Try it as a Sorcerer, I challenge you!)
That doesn't mean that programming a maze-generator isn't fun... just don't put in the final game.
Part of my undergraduate dissertation involved generating random mazes - and these articles were a godsend.