Choke Points

1. The Courtyard - Another playground for Snipers, sitting safely in their base. Fortunately, it's not that hard to avoid them once you get through your door. Sink into the moat a bit, then dash towards the middle section. By then, the Sniper usually gives up and sets his sights on the next victim. Watch out, however, for Snipers standing in the middle area, or in the shadows of the enemy base (corners and roof). A rocket will usually suffice to flush them out (if not kill them altogether). If Snipers are, for some reason, really good, then use the underwater routes. Be sure to pick a class with decent speed. Soldiers are just barely too slow to get through without choking.
2. The Lobby - Sentry guns usually await you in the wings of the Lobby. Throw a grenade or two, to be sure. Also watch out for pipebombers. This area is usually heavily travelled, by players who have just respawned. Defenders: easy job. Offensives: not so easy.
3. The Tower - See those little lifts? Death traps, especially if the team has a Soldier/Sniper with good aim. If possible, assemble an attack squad. Multiple targets are obviously much harder to deal with. If you're defending, watch out for enemies coming via the roof and the water (if your grate is open). Especially be on the lookout for Demomen setting up detpacks. Finally, you want to avoid falling down at all costs. By the time you get back up, the key will probably be gone. If you want to be careful, get an Engineer to build a Sentry in the key room.

Class Issues

1. Scout - Use the waterways, as you're likely to see (and be killed by) action in the courtyards. As always, it's important that you keep the flag alive, in time for the calvary to come.
2. Sniper - Use the second level balcony to snipe at foes. It is rather hard for Soldiers to aim their rockets through the windows. You will, however, have to watch out for enemy Snipers and foes who've broken through your team's defense. Many a Sniper has ended up with a rocket ... to his back. Other spots to hide: on the roof overlooking the courtyard (better view), in the middle section, and in the shadows of the courtyard (near the corners)
3. Soldier - Sniper defense. If you can't frag 'em, at least you can scare 'em. Offensively, practice the normal routine. Just wreck havoc. If on defense, a good place to setup is on the ledge. A good Soldier can pick off enemies riding on the lifts. Also watch out for foes using the second floor lift.
4. Demolition Man - Detpacks in the courtyard can be really nasty. Also, remember to open up enemy grates. They allow Spies to sneak in and, more importantly, a way to escape once your team has nabbed the flag. If you manage to get up into the second floor resupply area, be cheap and rain MIRVs and other grenades into the lobby. You'll surely annoy and distract the enemy. While they're running up the ramps to get to you, make a run for the flag.
5. Medic - Rather normal routine. Support the team and carry the flag if possible. Your presence, however, would be well appreciated by your team's defense. It's a rather long (and risky?) walk from the tower to resupply packs.
6. Heavy Weapons Guy - If you're in the courtyard, watch out for players circle strafing around you. Better to stay indoors, with a back to the wall. It might be a good idea to park yourself next to a sentry. Just be sure to get out of its range.
7. Pyro - Flame away!
8. Spy - Enter via the grates if possible. However, it's not exactly foolproof ... as you'll surely be spotted (or heard) by defenders (if there are any) in the tower area.
9. Engineer - Sentries in the wing and lobby. Place one near the flag, although it will be a pain to upgrade. Building guns outside your base usually isn't a good idea. They'll be destroyed rather quickly.

Things to Remember
Use the grates! One of the first things your team should do is detpack open the enemy grate. This enables Spies (and other fast moving classes) to sneak in easily. It's also the best way to escape with the flag.

Protect the inner roof area, the one with the four respawn packs. The enemy can cause havoc lobbing down grenades and whatnot. A Sentry gun up there is often a good idea, and surprisingly hard to destroy.

Avoid getting squished. The doors to the respawn room, for some reason, squish people easily, even those on their team. Also, you can't enter the enemy respawn room through the water way. Squish!

Finally, it can be really annoying (and cheap) to run into an enemy's respawn room. The packs WILL resupply you, meaning all you need to do is hit them consistently to keep alive, while firing at respawners. Don't do this, unless you like being an ass. :) It doesn't really help your team any (they'll just respawn again, sometimes in the other room) and wastes your time.