This is going to be a guide of how I have personally been doing Nightmare Zone for the hundreds of hours I have put in so far. I know this is not the best possible exp per hour or the most AFK method but it is what I have found to be the best mix of the two.
*Note this method is expensive ~190k per 2.5 hr run (including 26k cost of dream)
Getting into it
Holy Grail (Black Knight Titan)
Fight Arena (Bouncer)
Lost City (Tree Spirit)
In Search of the Myreque (Skeletal Hellhound)
Vampire Slayer (Count Draynor)
Slug Menace (Proselyte armor; buy from Sir Tiffy in Faldor Park after quest)
Rum Deal (Holy Wrench)
Holy wrench for 1 extra prayer point per sip
Granite maul for power surge power-up
8 (32 doses) of overload
Fill with super restores (prayer potions also work but timing works better with the super restores)
Proselyte for head, chest, and legs
Weapon of your choice with dragon defender in offhand
Fire cape (if no fire cape then use ardougne cape for prayer bonus)
Any blessing for ammo slot
Fury for neck or glory
Barrows gloves (use combat bracelet for gloves slot if you haven't done recipe for disaster)
Berserker ring (if you can't afford then get warriors ring; note warrior ring only increases slash attack-style accuracy)
Now that you have all required quests and gear it's time to head to nightmare zone. Easiest way there is minigame teleport.
At Nightmare Zone
If you have never been to nightmare zone before then you will have to add coins to the coifer in order to do a dream. The coifer is located on the south opening of the gate into the pen where the barrels are. It is going to cost 26k per dream and this will be taken from the coifer once the dream has been started.
To set up the dream talk to Dominic.
Ask him to set up your own dream.
Choose customisable - hard
Your type of dream is now set. From here go inside the pen and drink from the potion standing inside. This will open a screen where you choose which bosses you would like to fight in the dream. *Note after this step the dream begins so make sure you have all your gear and inventory items before doing this*
I personally choose:
Black Knight Titan
These are interchangeable, so long as the bosses you choose only use melee. I would only recommend swapping out the Black Knight Titan from the bosses I have since the rest all have low defensive stats.
Okay so now your geared up, dream is set and its time to go. Once in the dream run to the middle. Wait until the monsters spawn to drink your overload and turn on protect from melee. From here it is just drinking a dose of over load and two sips of whatever you've brought to restore prayer.
I personally do not bother with any power-ups except power surge. when it spawns i switch to maul BEFORE clicking the power up. The reason I do this is so that as i run to the power up I can turn on Piety as prayer actions won't cancel out the action of activating the power-up. Once the power up ends turn of piety, re-prayer and go back to AFK.
This is the experience I gained from 2 runs today using this exact setup and method.
If you got this far in the guide I appreciate you taking the time to read it. This is my first major post on the forums so please excuse anything i may have left out or any formatting issues. I'm open to any questions or suggestions on better formatting. And again this is not supposed to be an end-all nightmare zone guide, its just my personal strategy and people seemed to have an interest in the clan chat.