For your information: You do not need to complete this page's recommendations to beat the final boss.
Go north of the great Eldin Bridge and look for a target on the west wall. Shoot the Clawshot at this target, then go on to the south and enter the cave. Break the crates to find ammunitions, then go ahead on the iron gates. At the end, look down and stand right in line with the ray of magnetic energy. Jump into the void and put on your Iron Boots as soon as you reach the ray. Once you arrive south, take off your Boots.
Go on to the north, then at the end of the path, jump over the ray of magnetic energy and put on your Iron Boots to reach the west side. Take off your Iron Boots.
Go east, then north and pick up 20 rupees in the chest, then come back and go east. Get rid of the Dodongo, then jump and put on your Iron Boots to reach the east side.
Once out, go east and shoot the Clawshot at the target in front of you. Go ahead, shoot the Clawshot at the target a little higher, then at the target on the bridge and jump to the north.
Cave of Ordeals
Go to Lake Hylia, talk to Fyer and buy an "oasis flight" to the Gerudo Desert. Go to the southeast part of the desert, shoot your Clawshot at the cactus, then at the Peahat (some sort of flying plant). Let go to fall on higher grounds, then three Twilight Beasts will appear. Turn into a wolf to attack them, then climb on the rocks and get rid of another Poe. Next, get close to the huge "column" and speak with Midna to warp the column to the Eldin Bridge to repair it! Come back where the column was after refilling your arrows, bombs, hearts, and with three to four blue potions or if you can some fairies (you will hardly pick anything but rupees in this cave). Then take down the stairs
This cave is made of 50 rooms, each on a different floor. Every 10 floors, you will find a pond that you have to examine to meet a Great Fairy. The first four Great Fairies will make small fairies appear in each spring of Hyrule (Ordon, Faron, Eldin, Lanayru). They will also inform you that you will need a specific item in order to keep on exploring the cave. If you don't have this item, talk to her again so she brings you back to the Desert. If you want to go through all 50 floors, you will need the Double Clawshots that you get in the City in the Sky.
Before going down each room, get close to the edge and look downward to see what enemies you have to fight (sometime they will only appear once you're down). Sometime you can get rid of some of them from where you are standing. In some rooms, turn into a wolf and use your senses to dig up small hearts (floor 7, 18, 22, 27, 34 and 45). There are also three Poe's Souls to collect on floor 17, 33 and 44.
A little piece of advice: this cave is really hard and long, so be careful and do some breaks during its exploration if you don't want to end up exhausted!
Once you have reached the last room, the Great Fairy will reward you with the Great Fairy's Tears, that you can replenish at every Hyrule spring.
For more information about the Cave of Ordeals, check this special column!