Currently leveling 4 shamans with a felguard 70 lock

Started with deadmines and stockades then went on to Blackfathom depths until I could take them to Scarlet Monastery. I basically take them to the highest instance they can get in for their level. This link will tell you the minimum level you need to be per instance. I recommend always going to the highest one...like in SM, I only did cathedral as the elites were higher level = more XP

http://www.wowwiki.com/Instances_by_level

Once they all reached 35 and got each a copy of all the blues from bosses I took them to uldaman and will keep them there until level 41, then it will be Maraudon.