Make your main the tank
Make your clones ranged
Rogues, ferals, meleeing shammies = headache to box non-main
Other than tank and healer almost any ranged dps combination will work pre-heroics
Pally tanks are arguably easier than warriors for a boxer (dunno about druid tanking)

As for transfering etc.

The first 20 levels or so for a 5-boxer is painful. Your majority of time will be spent in instances and once you hit WC, SFK, BFD, RFK , etc you will be flying. Exceptions are "dry" spots between instances. Some world areas are really good for questing, ie all the quests the Horde can do at the same time in the Hinterlands at Jintha'Alor or however it is spelled.

Starting the group in the 30-40s is probably easier, you have the majority of abilities available and can macro/setup your environment for that and need to tweak it a lot less than leveling from scratch and having to tweak each time you get new abilities. You also save the leveling time which can be significant.

Personally I started my whole group together as I didn't mind the time spent leveling and wanted to get the "whole" experience. Personal preference in my opinion. I don't think you will be missing anything by starting a 30+ group instead of leveling them together.