Hearthpwn

Overview:
Use Kel'Thuzad with Ancestral Spirit and Ragnaros the Firelord to kill him in the very late game.

Mulligan:
Devolve is vital to surviving the early game.

Early Game:
Heigan is an extremely aggressive and tough boss. On turn 2-3, pop your Devolve, depending on what he's played (try to hit 3-4 enemies with it), and continue using spells to clear away his minions. Be careful not to overextend with Overload.

Mid Game:
Healing will probably be necessary at this point, and there is a good amount of it in the deck. Witch's Brew paired with Krag'wa, the Frog will give you a copy of Witch's Brew for each one you played, use that to your advantage and to make sure you don't fill your hand too much.

Late Game:
The win condition is Kel'Thuzad with Ancestral Spirit and a Ragnaros the Firelord. As he starts to top deck and play bigger minions, you can play Hagatha's Scheme. You can potentially use the scheme to your advantage, by killing your own minions, and then using the revived Kel'Thuzad, to get a second copy of him.

Be extremely careful about his Faceless Manipulators, the last thing you want is for it to copy Kel'Thuzad with Ancestral Spirit.

Video:

My other Curse of Naxxramas decks:
Arachnid Quarter
     Anub'Rekhan (Taunt Warrior)
     Grand Widow Faerlina (Odd Warrior)
     Maexxna (Dragon Priest)

Plague Quarter
     Noth the Plaguebringer (Spell Hunter)
     Heigan the Unclean (Control Shaman)
     Loatheb (Control Priest)

Military Quarter
     Instructor Razuvious (Taunt Druid)
     Gothik the Harvester (Mill Druid)
     The Four Horsemen (Resurrect Priest)

Construct Quarter
     Patchwerk (Freeze Mage)
     Grobbulus (Odd Patron Warrior)
     Gluth (Divine Shield Paladin)
     Thaddius (Control Warlock)

Frostwyrm Lair
     Sapphiron (Fatigue Mage)
     Kel'Thuzad (Mill Rogue)