this a big question and not easy to answer in a reply, no one will throw out a maze design for you because we do not know your space. That being said I can help with the basic feel of the layout. The More rooms you have the more off of your theme you can go for instance if you have 5 rooms a mourge set is to much of a stretch from an asylum, but if you have 15 rooms then it will fit in fine.
Build your show like a movie, hook them with a decent quick scare, then slowly build in intensity all the way through to the end of the show, hallways between sets will build suspense and help set up the next room.
specifically I would start with a waiting room/Lobby decorate accordingly, From there I would move to a nurses station and then by or through a trashed security office (lit only by black and white security monitors that show prerecorded patient violence). A patient recreation room could come next followed by a cafeteria if you have enough rooms, then get into patient quarters. In this type of haunt I would have several patient rooms with clipboards hanging by the doors with patient names and their reason for being in the asylum, then theme the room according to that particular patient.
Then I would go into the maximum security area where you have a padded room and smaller cells with more bars and less furnishings in the cells, if you have enough space you could work in a boiler room, or a mourge, perhaps end with a shock therapy room with an actor with a spark wand.
Good luck and feel free to ask specific questions,