It really depends on what you personally enjoy, or rather what you do not enjoy.

I like to level in dungeons all the way. One because it keeps me sharp (Reacting to other people, using my abilities efficiently so we are not slow)
But also because I find FATE grinding to be mind numbing.

I also like to watch a series or movie or listen to a stand up comedy show while in dungeons. For me it means I am enjoying myself rather then 'having to grind'.