Just to take out the defences as quickly as you can and don't wait for the Zeppelin. Save your handy new area effect weapon for things like the lightning towers or nests that are surrounded by ballistas, use fireballs for lone ballistas and other targets, and ignore the various flying menaces. Don't use the dragon breath ability as it just runs down your mana which is more effectively employed elsewhere.
Don't forget to equip better armour before you set off as the set you wear by default does nothing useful - it's just for show.
And don't make the mistake I did which was to try to complete the last stage a zillion times after making a bit of a pig's ear of the first section: it's easier to start off from the beginning of the flight prepared with some strategy rather than to keep the autosave from however you got that far: in my case the Zeppelin had caught up and had taken damage and there's no way I would finish since I'd already dithered too much.
Oh yeah, I suppose that's the most important thing: don't hang about waiting for your mana to recharge as time is your most precious resource. If necessary stock up on as many ultimate healing and mana potions from your alchemist before setting off, anything that'll reduce time that might otherwise be wasted on waiting for mana to regenerate or the dragon heal power to recharge.