Tanking as a multiboxer is pretty much the same as tanking as a solo player - except your team know when to hold back on damage to let you build aggro (if needed).

So if adds come in and head for your healer or dps you taunt them off. You also have the added advantage that you can also trigger the slaves aggro drop ability (if they have one) at the same time.

You gave a specific example of utgarde keep, the first boss.

I tend to have all my alts gathered close in to the tank (they are all casters). Then when the skeletal adds come in my tank picks them up (swipe in this case, but consecrate would work on pallys and I guess some AOE warrior thing).

It also means that my guys can drop magma totems to help take them out, and still damage the boss too.

I would suggest sticking with one team initially. Get used to running that, get a feel for the situations you enocunter , then you'll have a better idea for every other team.