Welcome to the fold!

Generally speaking, unless you have a 70 to PL your guys in instances starting at level 8, straight questing is the way to go. You can save instances until the quests in them are green to you. You'll still get nice XP and the green mobs won't be as lethal. You picked a good start with casters as they'll be the easiest to maintain, gear and play successfully. And with a priest along, demonology voidwalkers are pretty solid tanks until you hit heroics (my VW at 70 tanked the big spectral dragon for the Gorefiend's Armor quest). And felguards chew faces in PVP pretty well.

Also, see this post for some basics on how I have my keybinds set up on my priest+locks group. May give you some ideas.