As a practical matter, a lot depends on your setup. If you're running 3 separate boxes (as I do), you'd be fine with a mage, since you'll likely be controlling all 3 separately. Sheep, water, counterspell, buffs and portability are very nice additions. The run speed will suck for 20 levels, but that should be a small percentage of the overall levelling process. Besides, the ports at 40+ will more than make up for the inconvenience.

If you're driving all 3 on the same box, I'd go with Shamans due to better keystroke/macro synergy and lower overhead.

Edit: typo