Well, I leveled a pally awhile back to swap out with my main shaman for instances, but didn't really enjoy playing a pally (they're less "cool" to me, and having one was less useful in PvP and i just didn't feel the "vibe" when I had one). I abandoned it at 64. I had run ramps and BF with it and I did quite good. I did not run any outland instances with my DK so I have nothing to compare it to.

I can say I have 0 threat issues with my DK. I have yet to even use dark command or death grip as a taunt. If I use Death and Decay then my AoE aggro is perfect no matter how many creatures there are (I usually wait a couple seconds to DPS so my pestilence can spread diseases to a whole group of mobs but this is pretty much unnecessary with Death and Decay up). On single mobs I just hit a mob with icy touch, then as I get ready for my second swing I start DPSing and my shamans dont pull aggro off the DK. I have a feeling I could open my shamans up with bloodlust, elemental mastery, and the trinket, if I could drop a DnD, icy touch, and plaguestrike prior to starting DPS.

In short, the threat on a DK is very good. They're also infinitely cooler than paladins so I enjoy having one as my main now. They also have more PvP utility IMO between death grip, chains of ice, gargoyle, desecration, anti-magic zone, more single and multi target DPS, etc.