- Use retribution aura. Get thorns too if you can. Almost nothing hits hard enough to need Devotion, and the extra threat is good.
- ALWAYS PULL FIRST, unless you somehow have a good hunter, but even then, pull first. {edit: others said this before I could. It's still true.
- Make sure your DPS knows to give you a few seconds. They might not realize this.
If someone else pulls, and you taunt from them, you have an aggro lead on everyone EXCEPT that person. If you pull, judge+seal of righteousness the kill target, and drop a consecrate, though, that's a healthy threat lead over many others. (The exception is a hunter, once they can FD. They pull, you taunt, they FD, you get the aggro they dealt. Only rarely does it fail.
If someone else pulls, you no longer are controlling the pace, and it seems like you will quite often be wishing you had a shorter taunt cooldown. It's a recipe for annoyance. Ask your groupmates to let you set the pulling pace, and to do the pulls. (Also, downranking to r1 consecrate after the first one can help you save some mana.)
edit:
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As a hunter main (better-geared-alt?), I can understand the flip side -- we have some great pullign abilities. But, there's a huge advantage to having all of the initial threat on the tank, especially in a pug. This means that your mage needs to sheep AFTER you pull, priests shackle AFTER the pull, etc. In SFK, for example, you can pull with JoR+SoR (or exorcism? when do you get that?), and then as things are coming towards you people can shackle or peel things off for an ice trap. I'd wait on consecrate until you can get things away from the CC'ed mobs, though.


