I'm tri-boxing atm, exact same plan as you, go to 20 then do instances. I went with 2 warlocks and a priest. Warlocks because they have pets that can tank, and they require very little effort to do decent DPS. And the priest is there for healing, although I might spec her Shadow if it turns out the healing isn't really needed. I was thinking of adding a Paladin, and some other class later on so I can do heroics, but that's going to be a while.

Anyway, I think warlocks are a good choice.