I don't go too far - I try and stick to a system, so I would dig the first gallery with the ceiling as level 16, and go about 25 blocks, then keep adding galleries spaced 3 blocks apart until I have 10 or so in parallel; I'll then go below my starting point and dig a parallel setup in (hopefully) the same xy layout, so that the floor between them is one block high.
When I finished that, I'll go back to the level above and expand the first shaft another whatever blocks, rinse and repeat. I think all this ensures I find virtually everything in that space, and it seems to be quite scalable as long as you can find your way back... Putting torches consistently on one side helps with that.