Get me a pickaxe and a drill and I'll get right on it! I actually used to live near a system of caves, apparently. There was a tunnel that led from our castle into the town, for the king and queen to escape down if there was an attack, and apparently all the shops on the high street had a series of interconnecting basements. People used to have black markets down there during the first or second World War. Nottingham's quite good at caves too. We even have pubs and clubs in them. If a system of caves was something king and queens had back in the day, then I can't imagine ANY drawbacks to it.