Maybe you don't think the same way as me, but I've always hated having to do dungeons. They seemingly take an eternity to do. But I still have a few tricks up my sleeve to make things easier for you.
1: Some dungeons involve enemies that move at different speeds. This can make traversing the area difficult. What I do is mark my location whenever I reach a safe spot. That way if I get caught, I can simply flee, collect mana, and teleport to my last mark.
2: Got something else to do? Remember that you don't lose your progress for 30 minutes when you leave. Just DO NOT leave through the entrance. It will erase your progress.
3: Have to leave, but in the midst of a dungeon? No problem! Just mark your location before you leave. You may lose your progress (I haven't checked yet), but you won't have to take that long walk again!
4: Probably the most time-consuming part of a dungeon is battling the big bosses. Luckily, if your a Crowns player, you can buy henchmen via the Crown Shop to make the battle go faster. Just remember that the timer is still going, so be fast, or else you'll get sucked back into the battle!
5: Especially if you can't buy minions, bring friends along to help out. You know what they say, "This dungeon will take about XX to complete, SHORTER IF YOU BRING FRIENDS." They make battles go a lot faster, and you all get something out of every one of them! When picking people to come along, try either high-leveled people, or ones that are working on the same dungeon, which will entice them to tag along.
Well, I suppose that is all I have. Dungeons may seem pretty tough, but if you know about them, it'll be a piece of cake!
Best Wishes, Connor Raveneyes lv. 39 Thaurmatage :D
No problem! 
Just mark your location before you leave. You may lose your progress (I haven't checked yet), but you won't have to take that long walk again!