Only thing I can really say for that game is to simply memorize everything... the game is basically split up into two main parts: key-chasing, and surviving in the lower levels. For the first part, the key-chasing part, you simply visit specific rooms in a certain order... and memorize the patterns of all the enemies and how tough they are. Once you get into the lower levels, the task is simply to survive... take as few hits as possible, and try not to run into any traps (there are quite a few instant death traps down there). It can be extremely frustrating since you have so few lives yet such a huge hit point amount... to lose all of your hit points in one shot REALLY sucks. The game is a lot harder than it looks but put in some practice and memorize the best route to take and you'll eventually beat it. I might actually do a pictorial for this game at some point.
EDIT: Oh, and there are a couple of rooms you absolutely do NOT have to visit... you don't have to visit Wednesday's room, or the room where you chase Granny as she opens bags which release flying... things. Neither are required to get through the key-chase part, but they're kinda funny anyway... especially Wednesday's room, where she makes an NES chase after you.