The Goal - Somewhat different from most maps. You take the enemy key, hidden behind a bookcase in the Warden's office, and take it to THEIR gas chamber, at the opposite end of their base. Sound tough? Well it is.

Choke Points

1. The Lake - In between the bases is a huge lake. Players must swim their way to the other side, all while avoiding Sniper shots and other enemy foes perhaps trying to get to your base. Snipers situated in balconies at the waaaay top are still reachable by rockets. While you won't kill them, you'll probably distract them long enough to get into the water. Watch out for Snipers situated on the ground, in the shadows, or underwater as well. One particularly nasty spot is right below the lake entrance. If Snipers are a big problem, try going the underground route. Be sure to get a Demoman to detpack blast the way through. You'll need two of 'em though.
2. Lobby - A respawn point just above the lobby may make things a bit hairy for intruders. Snipers love to take a break from sniping over the water, to gib foes which might have gotten through. Also, the Lobby is a natural playhouse for Demomen. They love bouncing grenades all over the place.
3. Courtyard - Well-placed, multiple Sentries can really ruin your day, if you're trying to score. It takes a while for rockets to hit them, and enemy foes are always in the area. One person alone is simply not going to make it through alive if there's any sort of defense whatsoever. Arrange an attack team to keep the enemy busy. Fast moving classes might be nice, as you're likely to have people on your tail.
4. Warden's Office - Before you ask, the key is hidden behind a bookcase in the office. Just touch it to open. Watch for Sentries, though. Fortunately, if you know where they are, they're not tough to destroy. (Lob grenades) Remember that there area is split into two parts. I often enter through the left, and exit on the right (weaving in and out of bookcases to confuse chasers). Watch out for respawners outside though.
5. Cells and Gas Chamber - More Sentries. But again, generally easy to destroy if you spot them beforehand. Also watch out for pipebombers. It can be hard trying to get them to trigger early, though. If you're low on health, and your key carrier is right behind you, sacrifice yourself. And remember, if you manage to get into the chamber area, try to let your friends into the glass walled safety room before hitting the switch. It's cruel to let them die outside. :)

Class Issues

1. Scout - Quite important in this level, just to keep the key alive. Also, you're usually capable of running past pipebombs before the Demoman can explode them ... especially useful if the person behind you has the key. Just remember that you'll have to face the Demoman once the bombs have been exploded.
2. Sniper - Don't be fooled into thinking that you're unreachable at those balconies high above the lake. You're still rather susceptible to rocket attacks and enemy Snipers. Some alternate sneaky spots: in the water or in the shadow right next to the lake entrance. The towers in the courtyard are also a nice place to hide. Unfortunately, it can be difficult to get a good shot at enemies below, only because the courtyard is rather action packed.
3. Soldier - Probably the best weapon against Snipers and Sentries in this level. Your rockets have the reach necessary to hit guns placed on the second level, or Snipers hiding in the rafters. While it might not be too difficult to initially grab the key, running with it surely will. Your slow speed will become an obvious detriment, as the enemy quickly mobilizes to stop you. You'll have to rely on faster classes to pick up the key and actually score with it.
4. Demolition Man - Quite important in this level. Open a hole in the enemy's courtyard, to allow an alternate route of entry. Remember you can reseal them as well. Anyway, the Demoman is great for carrying the key in this level ... since his weapon seems naturally suited to "anti-chase". And this level, probably more than any, will have quite a few chases. Also, if you see the enemy has snatched your key, prepare some pipebomb surprises near your gas chamber.
5. Medic - Best used to support offense/defense. You lack the power to kill many on your own. However, your speed also makes you a great key carrier. Learn to fire your super nailgun while running backwards! Also, remember to use your grenades.
6. Heavy Weapons Guy - Primarily defense. You're really too slow to avoid the onslaught that usually happens in the enemy courtyard. Better stay in your own. Sweep the area with your AC, although you should remember that doing so will wear away some of your teammates' armor. Fortunately, resupply packs aren't too far away.
7. Pyro - Typical role. Torch, roast, injure. Fighting in the lake, however, might not be such a "hot idea". :)
8. Spy - You'll learn to hate this level. The spotlights will give you away every time. If possible, sneak in while your teammates are attacking. Once you have the key, well, good luck going through the courtyard alive.
9. Engineer - Lots of great places to hide a sentry. In the courtyard is one obvious spot. One sneaky place: on the second level of the yard. Hard to reach unless you're a Soldier. Of course, the narrow hallways near the flag and in the cell area, make great settings for Sentries. If you want to be evil, build one near your gas chamber, to catch the surely-weakened key holder.

Things to Remember
Again, remember that the goal is to take the key to THEIR base. You will simply frustrate your teammates to no end if you take it back home. (Then again, if you coordinate it before hand, you might be able to assemble a (healthy) strike team to go back in with the key) It is also vital that you keep the key alive, even if you know you won't make it very far.

Gas masks. If you see that a team has scored, bee-line towards the nearest respawn room with a mask. (That is, if you want to survive) However, please be courteous. If someone is there already, don't push/blast them out. You're going to end up back in the respawn anyway after death. Also, in the newest version of the Rock, you can survive the gas if totally underwater. Just watch out for rockets, detpacks, and whatever else might be lurking below. :)

Finally, remember that the underground tunnels require two detpacks to open. They can also be closed. Use this to force the enemy into coming through via the front entrance.