How to level a 5 shaman team

I am new to multiboxing and have 5 shamans on icecrown. I was wondering what is the most effective way to level. Is it better to boos 4 of them with my warlock or is there a way I can level all 5 at once.

You can level 5 at once doing quests, as when you level one char but with 5. You should avoid the quests where you need to loot in the world unless they're starting a good quest-chain.
You can always take your warlock with you if you want to avoid getting ganked (because due to the fact a lot of ppl hate multiboxers, in both factions, you would get camped for hours) or do quests like Ring of Blood or Ampitheater more easily.