Hearthpwn

The main problem I've seen trying out other mill-rogue tips/guides is the fact that they're trying to catch oracle or gang-up earlie/starting hand. That's just not gonna work, atleast not for me.  Actually, that's one of my worst starting hands except full +4 or full prep/shadowstep.
The cards you should aim to get in your starting hand is something like: Nat, SI:7, shadowstep, backstab, 
Getting Thalnos, shadow strike or king mukla isn't bad. However, I suggest only using Mukla if you have a sap (I'll explain later)

If you're not familiar with the expressions, I suggest you go look it up. IcyVeins has a good writeup that describes it pretty well.
Most of the time in earlie/midgame you should play for tempo, but only if you're opponent is dropping minions. If he's playing slow, then don't bother, because that's what you want. I suggest you try to focus on keeping your opponent on their toes if they're using an aggro/midrange deck. Of course there will be many scenarios in which a value-play is better, but in general, to survive earlie/midgame, I suggest the former untill you get your mill rolling.

I usually play to keep my minions alive, because with 12 of them, you have to.

This guy needs his own section. Why? Because he's that tricky to play.

Never play mukla on the board if the opponent already has a minion on the board. You're just letting him clear Mukla easy, wasting yourself a lot of potential.(*)

Play Mukla if you're certain you can clear what ever he will throw on the board. Preferably play him so you make your opponent waste atleast 2 mana + minioncost (in exchange for 2 mana zap) if he uses the bananas the round after. Don't zap if he does not use them.

Remember you can fill their hand and then zap, burning the minion.

Burning Cards:

When the opponent has 8 cards in their hand. You should consider the following: Do I want to burn cards? Or do I want to avoid him having 2 bananas. More than often, the latter in earlie/mid game is the better choice. (*)

If you want to burn cards, then combo it with an oracle or 4: e.g = against c'thun, it's always fun to imagine the rage when that c'thun explodes because of the "MY HAND IS TOO FULL". You will see insta-concedes.

A big thing about mill is, when someone has a full hand(10 cards) the rest will be burned. Therefore, Vanish, Zap and Kidnapper can all be used to make nasty minions burn in hell, if you fill up the opponents hand first.

Gangup should be used on Oracle(*). But using it on Refreshment vendor, disciple, bran or Nat can be just as effective. Especially vendor if you're running low on hp.

Use Thalnos to increase your burst, but if you're running out of cards, drop to draw. It's okay to use fan of knives to draw if you're thirsty for cards. It's a move I rarely make though.

Zap should be used in combo with Mukla(read Mukla section) or oracle, to burn the card you're zapping. Zap is also fine if you want to increase the odds of your minion to survive or triggering combo, because you should fight to keep them alive.

I recommend using brann with: Oracle >  Vendor/Shadowcaster > Disicple (*). Remember you can drop brann, use a battlecry and put him back up in your hand with shadowstep. That makes it cheaper to draw 4 cards from one oracle aswell.

Vanish.. Vanish to survive or burn the board because of a full hand. Oracle into Vanish is fun.

I mentioned this earlier, but: If you're playing against aggro/midrange, play for tempo. If you're playing against control, then don't bother wasting your cards. You can play a good control game more than often.

Remember that you don't have to burn all his HP on your turn. When you end your turn, he will take one more fatique damage, which more than often is your lethal.

Triggering iceblock in your turn means that he'll die by drawing a card on at the start of his turn. Freezemages HATE mill-rogues for this exact reason!

If it's the end of the game and your opponent has the board, but he's being fatique burned. Nat can be your 50/50 win. I wish I could see the faces of my opponents when they have board, I have 1 hp and I drop 3 Nats and they then die to fatique even though hope was a luxury at the time.

I know you do.. I do too, but this deck is designed to win, so if you're using this deck, don't think that's your ONLY way to win. In the beginning I thought I had to play only focusing on oracle, which in the end just made me crash and burn, so I had to rethink my way of playing. I've won plenty of games by using gangup on nat the darkfisher or brann, simply because it's limitted how you can use your cards if you do not draw that oracle untill your last 5 cards.
This deck is fun and hard - it will be frustrating at times, but it's worth it when it works out.