The problem with the Marsh Cave is that you'll need so much leveling up to afford all the equipment and spells needed to survive that place, and all that leveling up can take a while on NES and other versions where the difficulty hasn't been toned down. Fortunately, there's the Finger Point NE of Pravoka, just waiting to be exploited.

I always beat Ice Cave before Gurgu Volcano, just so that I can get to the volcano with the airship and avoid another canoe maze. This is the order I've done the quests on my last few games: 1) Castle of Ordeals. It's easier than the Ice Cave, and Dragon Zombies are great for leveling up for the Ice Cave (and the rest of the game). 2) Ice Cave. This was the hardest dungeon for me since at any time you can get ambushed by 9 Sorcerers who can paralyze and insta-kill your party, or 3 Mages who cast Firaga and Bane to kill you before you get a single turn. After this dungeon, I get the airship and change classes. 3) Gurgu Volcano. I'm probably overleveled for the dungeon at this point, but story-wise, it's the most epic dungeon out of the three, as you'll get to fight the Fiend of Fire in the end.

There was one game where I just picked up all the treasures in Gurgu Volcano, Sea Shrine and Sky Castle, without fighting the Fiends. After that, I just went and fought the remaining Fiends in a random order. I think I beat Kraken first, then Tiamat and finally Kary, who's quite easy when you're already strong enough to beat WarMech.