Dragonslayer

Walkthrough

Alduin's Mist

When you leave the Hall of Valor and cross the bone bridge, your next objective is to get rid of the mist in the valley. The three heroes will line up and you have to equip the Clear Skies shout. Use it and the 3 heroes will use it as well. After Alduin summons the mist again, use it again until the heroes use it as well. Alduin will now summon the mist for the last time. After a small dialogue use the Clear Skies shout for the last time. This will get rid of the mist and Alduin will appear. It would be wise to save when he appears, so you won't have to do all of this again if you die.

Defeating Alduin

Now that Alduin has appeared it is your job to kill him. Use your Dragonrend shout on him as soon as possible. Attack him when he's on the ground. Use your Dragonrend shout as much as possible to stun him and keep the other heroes alive. If you're low-leveled and can't kill Alduin before he "defeats" the other three heroes, be ready to use lots of healing potions or spells, as his fire breath attack is quite strong. A simple tactic to defeat Alduin is to use the same tactic you may have used against him in the fight at the Throat of the World. A shield bash/stun will stop him from using his fire breath along with using the unrelenting force shout, and in between shield stuns, it should be possible to get two to three swings with a weapon in. Between using Dragonrend and stunning him, it should be a simple matter of ensuring your life doesn't drop too low from his physical attacks, and maintaining your stamina to use the shield bash.

Notes

Once Alduin is defeated, if the player heads to the dilapidated "word wall" atop of the overlook, the player will hear a dragon's breathing. The word is learned once you speak to Tsun when he sends you home.
After Alduin appears, Hall of Valor will be locked and Dragonborn cannot return.
There is a brief moment where the option to loot Alduins body appears before he disintegrates, although he cannot actually be looted (it is possible, if you have Kahvozein's Fang readied in your right hand, to harvest dragon heartscales).
When in possession of Mehrunes' Razor, it is possible to one-hit Alduin with its ability.
When Alduin dies, the Dragonborn does not absorb his Soul. It is absorbed up into the vortex high above Sovngarde.
Any of the Lost Souls met en route to Hall of Valor might join your fight against Alduin if they follow the player or wander close enough.
Comments such as "I thought Sovngarde was supposed to look nice" can be heard when inside the Hall of Valor. (Confirm?)
If for whatever reason, the three heroes turn hostile against the player (e.g. getting caught trying to pick their pockets to give them better weapons) sheathing the currently equipped weapon might not solve the situation. The player will have to return to Hall of Valor and then enter Sovngarde before they will be on the Dragonborn's side again.
Alduin's fog shout "Ven Mul Riik" means "Wind Strong Gale" in the Dragons' tongue.
While all three of the Heroes of Valor are fighting with you, it is possible that Tsun will get caught by their frequent shouting. He will then become hostile (Only against them, not you) and continue fighting them even after Alduin is defeated. You may have to wait for the three to be temporarily subdued before you can have his final words and sends you back to Skyrim.

Bugs

Some of the optional Souls may cause the quest to glitch, not allowing you to help any of the other souls through the fog. This seems to happen mainly with the first Stormcloak you meet on the path. (Xbox360, PS3 confirmed)
After the main quest has been completed, Radiant AI seems to increase all dragons spawning rate by almost 200% making fast traveling nearly impossible without encountering a dragon, it is unknown if this is a glitch. (PS3, PC Confirmed, it is also confirmed on Xbox 360)