As someone who has twinked both casters (lock, druid, mage, hunter, priest) and melee (warrior, paladin), I'd agree on the main point that Simpletom says about scaling at lower levels.
Caster twinks, however, really come into their own post 35, when they can make use of Outland enchants and buffs.
Multiboxing works best for caster classes, so I'd recommend either lock or mage for dps, and perhaps 2x shammy for mixed dps and heal ability.
But be prepared for a shock even if twinked, pvp moves fast, and my druid (tank), shammy (healer), and 2x lock, even semi twinked, got pwned pretty damned fast at 39. I should have stayed and practiced more, but I got really disheartened and levelled instead. Stick with 1 class for simplicity, make it a caster.... and go for 39, that's my advice.
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