Once all three keys are recieved, you should get a group of friends together to take on the Boss waiting for you. I recomend getting Smite Paladins, 1 or 2 sorceresses, and a Barbarian (If needed). I have had the most easiest time with a Smite Paladin, the Life leech and the life tap makes you almost invincible to these creatures. Transmute the cube and go inside the Portal (Only will work in Act 5 in Hell Difficulty). The portal will either be
The Furnace of Pain:Izual
Matrons Den:Lilith
Forgotten Sands: Duriel
Izual
This Uber Izual has much resists, My sorceress was doing 15k blizzard damage and he was getting healed by it. My advice is do not bring a Sorc to kill Izual. Bring a physical damage character, if anything. If you have to bring a sorc along, bring a fire sorc. I used my barbarian and a pala to easily defeat him and collect the body part. Also, there are alot of immune to Magic/Fire/Cold/Poison/Light minions around, which is also bad for any type of element. Best strategy is to just bring Physical damage characters.
Lilith
Lilith I found to be the most difficult. She spits out poison that can really tear you down. Also her physical damage (when you stand too close) can REALLY take you out in about 2 hits. My advice is to bring a smiter pala and a couple of sorcs. Have the smiter pala attack her with smite, making her focous on him. The 2 sorcs stand back, casting their spell onto Lilith. The smiter should recieve Life leech and/or Life tap (if items are Equipted to do so). That is the best strategy I have for you to defeat her. Also, using antidote potions can help, but she spits the poison so frequently it will not do alot of help.
Duriel
Duriel Spawns in the most random places in his Portal. One time it took some time to find him, the next time he was right up at the portal. My best suggestion is that you do the same thing you did with Lilith, with the Smiter paladin and the Sorceresses. Blizzard seemed to work fine Vs Duriel.
Once you collected your body part, continue to search for keys and open the portals until you have recieve all 3 body parts (Horn, Eye, Brain). Once you have recieved those body parts, put them in your cube and transmute them to make the last and final portal, the portal to Tristram.
Portal to Tristram
The last and final portal after all this hard work. This is the most difficult one of all, because not only do you have to defeat one boss, but you have to defeat 3 at one time, along with an endless amount of spawning minions. What I recommend is you get a variety of type of characters to help you do this last mission. I would get something like a Bowazon to get rid of the minions, Couple of Smite paladins to attack the Boss, and sorcs to help them. First, I would take down Mephisto. He is the hardest one. He is using the conviction aura which can totally bring your resists down so much. Not only does he hit you with lightning attacks, but he does a hell of alot of physical damage if you get too close. I suggest you get the Paladins on him with some type of lightning absorb or resists, either a sheild with Lo runes or Gems, something to keep the light resists up. Get the paladins to distract him while you get the sorc to attack him. I recommend bliz sorc, it did the most damage. To keep the bosses from healing, have one person attack the boss and the rest heal, then trade off. If everyone goes to heal, you will come back to a rejuvenated Boss. Once Mephisto is dead, move onto Baal. Try to get the bosses seperated from eachother, so you do not have too much to handle. Baal goes down pretty easy with the same type of strategy used with the Smiters and Bliz sorc. Once he is defeated, move onto the last but definatly not least Diablo. I recommend everyone attacking him, he has tough resists and takes quite a few blows. Smiters can take him down fairly fast, along with Bliz.
Victory!