I love it when these old questions get re-asked. The game changes and so do player opinions, although that may not proven here.

Planning on dual boxing in the arena shouldn't rule out two of the same class, and 2 shammies are great. I also think they complement each other better than any other combo.

If different classes is an absolute must, then my preference is sham / lock. I tried a hunter and while it was great combo that any MB could be happy with, it wasn't quite as synergistic as the lock. Neither class will ever be out of mana, both are casters (spec elemental) with solid DPS and the pet (felguard was my choice) can handle anything with a little flash healing from the sham as needed (I ran healbot for a quick and easy way to watch pet / group health and dish out heals). In the arena you have the all important totems to pop stealth, break fear, and remove DK diseases, as well as burst, dots and fear - what's not to like about that?

That being said, after reaching 80 I've discovered that I can't stand playing the Warlock by itself in a PvE environment. More dots more dots more dots stop dots -50dkp!

Best of luck - let us know what works out for you.