I'd divide your pulls into 3 categories.

a) Mobs will be dead before they get to the pally. In this case burn them down.

b) Hard hitter. You'll want the pally to pull, eventually your other toons won't be able to take aggro if they try. In the meantime, give the pally a moment for threat and then unload. You might pre-HoT the pally before the pull.

c) AoE fight. 2x Mage and a Warlock is a lot of AoE. Pally has Consecrate, once you get Holy Shield too, he'll hold threat fairly easy. Priest can Holy Nova for no threat AoE or just AoE heal.


At 20th your toons don't have all of their toys.
For the pally, Holy Shield is a major tool, but there are a lot that really help the threat.

For B and C type fights, I'd probably just have the priest watch. Type A, where the mob is dead early, can have priest dps too. It doesn't hurt to use click sequences for your dps. You can do two dps keys, one which has the priest dps key on it, and one which doesn't. And then have everyone else with their dps key on both binds.