It sounds like an infomercial, but actually Righteous Defense has a great post on how a pally (or any class, really -- his advice is for pallies, but it's common sense enough that any tanking class can use the tips) can step up and increase their threat as far as it will go. I always enjoyed tanking when I did it (and now that I'm leveling up a pally, I'll hopefully be bashing heads in and taking damage again soon), and the key to tanking is just awareness: awareness of where the mobs are, who they're targeting, and where they should be. Increasing threat is really a passive kind of upgrade -- as long as you're hitting your spells right, using the glyphs designed to keep you at the top of an aggro list, and specced and hit-capped for the gear and abilities you're using, keeping threat up is pretty simple. It's just the positioning and dealing with surprises that can be hard.
The last point on RD's list is worth repeating for everyone: use your trinkets, as often as possible. Imagine that, in the next patch notes, you saw a spell under your class listing that did what your trinkets did (added a ton of spellpower or increased armor by 500) and went on to say (infomercial style again) "... at a cost of no mana, focus, rage or ." Wouldn't you be spamming that sucker as often as possible? Get your gear straight, use the right abilities, and break out your trinkets whenever you can, and keeping threat should be no problem at all for any given class.