Kael'thas = Will be last boss on Heroic mode in the new sunwell plateu. It contains a raid (T6 geard) and a 5man dungeon (Magister terrace or something)

Kil'jeaden= Will be the last boss in Sunwell plateu

Kel'Thuzard = will be the last boss in the first 25raid in Wrath of lich king in Naxx "2"

And Arthas will of course be the last boss in Warth of the Lich King