I doubt you will need a protection warrior. When I leveled my shaman at launch, I often ended up main tanking with my warrior duo partner, simply because he couldn't out threat rockbiter which was often my best raw DPS boost as an enhance style shaman.
That said, I think if you ran 4 warriors, 1 going protection might be wise since you have so much extra AOE flying around. With just 2 warriors carrying the bulk of your AoE, I'm not sure if its worth it to go protection, but at the same time, a prot warrior might just give you that extra bit of control on bigger pulls that allow your fury warriors to do their thing rather than die.
I'd just experiment as you go. Respecing once or twice won't be the end of the world while you figure out if one prot is worth it or not!
I definitely would not recommend a spell cleave dungeon grind group, if that spell cleave is mages. Shadowpriests? Yes. Druids? Maybe. Elemental shamans? Yes. Warlocks? Yes. Mages? They have the greatest potential, but also require the most actual skill input to make it work. With shadowpriests, you can just run around with beyond plate level mitigation, SWP everything, cycle fears and shields and heals and dot packs to death. With druids you can kind of do the same. With elemental shamans, CL ftw. With locks, who needs a tank, you've got 4, or maybe 5! With mages, you need to manage frost nova, AE, and blizzard, all the while moving around. Just not a very viable boxing setup IMO, but people might find that it works fine, you just need to be a little more conservative on when you move into a new dungeon. Underleveled it might be suicidal, but equal leveled it might be easy. Who knows! I will say this though, I'd certainly run a tank the first time I did a 3x mage cleave group. Having the tank would give you a bit of a safety net, and if you ever decided to push on to 4x mages, you'd better know what you could get away with!
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