PvE...

You could run them all as Blood.
Kills won't be terribly fast, but you will have massive survivability.
Basically not care who has threat, as long as it isn't the healer.
Lots of passive heals from the Blood Worms, Rune Tap, Death Strike..

You could go with the holy trinity.
Spec one Blood, that's your tank.
You have a healer type.
And then go 3x Frost, as that is probably more DPS then 3x Unholy.
But Unholy will work, if you prefer it.