Depends on several things:

1)what control method do you use to control alts?

2)What classes do you have, would it be worth making pally main?

3)How much melee do you want?

When I dual box I use a very simple binding system (similar to the system others use to spread out). My main has WASD bound for movement, my alts (who follow the main) have W bound to follow/assist and S bound to foward. When I tap S on my main she takes one step back while all the followers take one step forward.

You could also bind a 2nd set of movement keys for the alt (or use left+right buttons on the mouse), that would give you greater utility at the expense of needing to have the main's window in the foreground. Or have some complicated binding system so that movement keys on the alt aren't passed to the main and visa versa...

If at the moment you main is a ranged attacker (mage, lock, hunter, etc) and the alts are also ranged apart from the pally. Move the pally to the main spot and directly control it. Essentially if you need to micro manage the melee skills of the pally (especially movement) having it as your main is advantageous.