I actually would start with Borean Tundra in order to get the blue staff for your shammies which easily last you until you can do the Ring of Blood Part2 (Zul'Drak).
On horde side it's quite a long quest chain though and pretty annoying as well (some parts anyway).

I usually prefer a mix between quests and instances (the instance quests usually gives some nice rewards and xp) since questing bores me down pretty fast (same goes for instances) if I do it repeatedly.

Not sure how well instances go with your rogue though.

Besides if you just do quests I actually would do them just with your shammies. You get more xp and having 4 is more then enough for even the elite ones.