The final bosses of Naxxramas, Sapphiron and Kel'thuzad, reside in Frostwyrm Lair. Currently, Frostwyrm Lair only opens up after all four wings of Naxx have been cleared. I've posted the following suggestion on the WoW Beta Dungeons Forums.
I think Blizzard should add a key to Frostwyrm Lair. What I would suggest is have a quest requiring a item from each of the four bosses at the end of the four wings. Then you turn the quest in, and the NPC gives you a key that allows you to unlock Frostwyrm Lair. Only one person in the raid should need the key.
1. Naxx is a large instance. A more-casual guild which only raids for one or two nights a week will have a very hard time killing Sapphiron and Kel'thuzad, simply because of the time they need to spend clearing the instance.
A key makes this much easier. Consider a guild that only raids for one night a week. They can now work on a wing at a time, and when they have cleared all four wings over several weeks, they can start work on Frostwyrm Lair. They can continue to progress at their own pace, without being forced to play more than they want.
2. Naxx is the first instance. That means that at some point it must be dropped from a guild's raid schedule in order to progress forward. But it is very hard for casual guilds to be weaned off farming, especially if they still need stuff from the later bosses. Having a key would allow guilds to move forward, while still farming the parts of Naxx where they still need loot.
Naxx as one large instance was a good model for the capstone raid of original WoW. It is not a good model for the entry-level raid for Wrath. A Frostwyrm Lair Key would go a long way towards making Naxx more casual-friendly and more importantly, more expendable, which is a necessary quality for an entry level dungeon.