Contents of the Game and expansions
Quests should be designed around the pieces available. Doors for example. The Game comes with 16 open doors and 5 closed doors. Therefore a Quest should have no more than 16 doors and no more than 5 possible closed doors at any point in the Quest. Same goes for furniture. The more a Quest fits into the basic components, the more likely it will be played. Requiring more than one Game System reduces the chances for a Quest being enjoyed.
Similarly to contents, there are only a certain number of each monster type available. Some will be killed and reused, but the number of each should be closely considered. Especially for the Wandering Monster type. If a Quest has numerous amounts of Skeletons for example and the Skeleton is also the Wandering Monster, make sure there's enough in the pool to account for them all.
Also with Monsters, consider the rarity of miniatures exclusive to the expansions. Polar Warbears look cool, but the Barbarian Pack is extremely hard to come by unless one has great luck or deep pockets. Add them in if you like, but consider an alternative type to use instead, or to list as an alternate on an instruction, or appendix page. Images and links to miniatures that are easy to find are nice too. Especially if Monsters are used that don't exist in the official HQ world.
Plan your Quests based on where in the grand scheme it would properly fit. If it's really difficult, then it'll likely be played after the first couple expansions, which opens up more Monster types and game mechanics introduced in later expansions.
If you plan on having new cards in your Quest, they are simple to create, providing the willingness to use images already available, or easily found. If you're using new tiles other than those provided in the game, or available on Websites like www.yeoldeinn.com, then be sure you can either make them yourself, or already have someone willing to make them for you before starting. Odds are, you won't find someone able, or with enough free time to design a new tile to fit your needs.
New trap concepts are great additions, as are potions and other items that don't require new cards, or tiles. Traps do however require map icons most of the time, so keep that in mind.
Copyrights and Permissions
If you are hoping to include content made by others outside the official works, get permission from the authors, artists, etc. and ensure you give them proper credit.
Check the Map Tools page for links to useful programs. HeroScribe is the best for making maps (icons for everything in all expansions and has a simple user interface). The Excel Creator is decent enough to do the job too, but the end result isn't as pretty. Excel also has an area for notes so you can keep track of things along the way.