Well, depth wise, you can't go more than about 8-9 levels in a normal map. If you want to go deeper, you need a custom map or map generator that puts ground level really high. A rule of thumb is that each level is 6 blocks tall, and the lowest level needs 12 blocks.
Length and width aren't really limited as long as it all fits in your map (and you have enough memory). Getting a large enough area that doesn't have any obstructions (oceans, deep rivers, deep caves that open at the surface) can be a challenge. Going with large biomes, or again a custom generator that will produce a large usable area can help.