Our gaming group ran a pretty long campaign (about a year) set in Sigil using the stuff from this site. I was a bladeling! We have all our session summaries up on my blog, and each session is like a 10+ page PDF with detailed blow by blow. They're pretty funny, check 'em out!
http://mxyzplk.wordpress.com/session-summaries/city-of-sigil-session-summaries/