Tyler's advice is good for a pre-existing character that you are modernizing, but Shame is deadly to new characters. Shame, Wrong, Covetous and the Trammel side of Despise have gotten revamped, and can be deadly if someone goes in expecting the old dungeons.
http://uo2.stratics.com/maps-and-locations/dungeons
A list of Dungeons: (sorted by my opinion of easy to tough)
Classic Anti-Virtue Dungeons (not yet revamped)
Despise (Fel side only)
Hythloth
Deceit
Destard (Greater dragons have upped the ante)
Revamped Anti-Virtue Dungeons with hard fights
Covetous (Void Pool is no loot area but if you like training on masses of small stuff...)
Wrong
Shame (deadly past level 2 unless specifically prepared for it)
Revamped Anti-virtue Specials:
Despise (Trammel) - no pets, allows all character types to take over and train an inhabitant, for fighting a boss (as part of a team).
T2A, Ren, etc.
Solen Tunnels
Orc Mines/caves
Fire
Ice
Khaldun
Terethan Keep
3D, LBR
Rat Cave
Spider Cave
Serpentine Passage
Spectre Dungeon
Ankh (Central) Dungeon (has 4 entrances)
Elemental Canyon
Exodus Dungeon (got revamped like some of the Tram/Fel to drop keys for Exodus mini-boss in Ver Lor Reg ruins)
Ancient Wyrm Lairs (2) - 1 in volcano in central Ilshenar, 1 south of Compassion/Chaos Daemon spawn
Wisp/Cyclopes Dungeon (same dungeon, two different entrances
Rock Dungeon
Blood Dungeon (event stuff at succubi left over makes bottom area deadly on some shards).
Sorcerers' Dungeon (level 2 is probably the most dangerous area, as well as the stairs from 1 to 2)
AoS/SE
Yomotsu Mines
Doom
Fan Dancer's Dojo
The Citadel
ML/SA
Underworld (SA)
Painted Caves
Labyrinth (much harder if you go against Rend, or accidentally spawn some of the named elementals).
Twisted Weald (harder if paragon changelings about)
Blighted Grove (deadly if you do anything other than hunting dryads for the Melisande - Hydrae and Abscess are extremely nasty)
Tomb of Kings (SA)
Palace of Paroxysmus (more due to damage from surroundings than spawn)
Stygian Abyss (not counting the full champion fights there)
Prism of Light
Sanctuary