Having just started dual boxing, and bouncing around with class combos, I agree with picking mages or locks.

Personally, If I was to start a three box team right now, I would go 2 locks and a priest, or 2 mages and a priest.

Adding the priest with two locks makes for an awsome non stop leveling team. The shear amount of dots you can throw on a target is sick, and you will have 2 voidwalkers to tank the mobs. Send void, dot the mob, tap & renew, move to next. You will never have to stop unless your priest runs dry, and even then, you can drain life if needed.

If you are really set on playing all of one class, go with locks for learning. They are so forgiving it makes me cry after leveling a mage pre-bc. (Ya, I'm talking back when arcane explosion wasn't instant.)