I'm currently running a prot pally, holy priest, and demo lock and rather enjoying it. In terms of leveling ability they're pretty great and low-mana consumption.
Warlock just sets up his 3 dots and lets his felguard do the dps. Priest throws up a SW:P and mostly just follows around like a blind ho, throwing up renew if I actually need any heals on the tank. Her primary job is to restore the lock's lifetapped hp tho :)
I was a bit clumsy at first when I took the leap from two-boxing the pally/priest to 3-boxing with the lock added in, but I've gotten the hang of it rather well now. My hands have learned where the buttons are that do each thing on each toon, and mostly it's taught me to play entirely by keyboard with both hands on the keys and none on the mouse. (I know that sucks for pvp but I don't pvp, I'm on a pve realm)
