Not necessarily. For example: In my main team, my pally is the tank and leader. Pally runs up to X mob with Lock, Druid on auto follow via a macro (tied to my Q key). I commence to fighting X mob with my pally and start hitting my spell macro's for my druid and lock (these are bound to my F key for both toons). All 3 toons are facing the mob. X mob dies, hit the Q key (auto-follow), and run to the next mob...rinse, repeat.

This is just my configuration and others have different. As you get the hang of it more, you'll find out what works and doesn't work for your personal preferences.