The key to having a good sword 'n sorcery adventure is to try to have several different "factions" going at once. In your citadel example you could have the bandits, a trecherous bandit second-in-command plotting mutinuy, a detachment of the local law come hunting bandits (and anybody else there, the bounty pays by the number of ears returned, no need to check who the ears belonged to), a single big monster living in the forgotten depths or a small tribe of degenerate beast-men, some nasty beast that shows up to stalk the wilderness outside making the night dangerous or a wandering party of savage raiders who do the same thing.
You get the idea.
Then you take between three and seven of these "factions" toss them all in a sack with the PC's, shake it up good and see what falls out the other end. 8)
Hope that helps.