I think it would be important to know if we are talking about burst threat, sustained threat or just, threat that has not much burst and just stays about the same all the time.

Here is my personal opinion/experience:
Burst threat: Dark Knight
Sustained threat: Warrior
Threat that stays about the same all the time: Paladin

Mostly I have tanked on my paladin with the other tanks. Warriors can rack up a ton of threat over time it seems(omnom fel cleave). Dark Knights can nab a bunch of threat up front (dark arts rawr). Paladin is the odd one out, but their resources are easy to manage a fair level of threat most likely to encourage them to use all their defense cooldowns (including cover which is nice).

That's probably a over simplification though. Oh, and I didn't talk about group threat...oops.