Why can't I hold aggro in Heroics?
I think what you might need is a quick run down of how pallys can aoe tank so easily before you try to figure out why they are good at what they do.

Pally tanking 101:

Step one buff with righteous fury (+90% threat from holy damage)

Step two: activate ret aura (holy damage taken by mob every time the pally is hit)

Step three: Cast concecrate (holy damage to all mobs around the paladin)

Step four: cast holy shield (holy damage with additional threat for each blocked attack, up to 8 blocks)

Step five: cast seal of righteousness (holy damage per attack done by the paladin)

Step six: throw holy shield

Thats it, as you can see Steps 1 - 3 are always on basically, so the only things needed for the paladin to do is concecrate, holy shield, seal, repeat. Tons of aggro from all mobs, because for every attack done to the paladin, threat is built. So its not one on one threat like what warriors do. Up side to paladins is that they can front load threat strictly on the pull. Holy shield plus concecrate, is almost 2k threat before dps even sees the mob.

Now for warrior tanking, from what ive learned in my short 45 levels of learning.

Kill order definately helps. Dont think thunderclap is like concerate, and shouldnt be used like it. Its additional threat, but not constant like concecrate. Dont limit yourself to staying on one mob, and thinking thunderclap will keep the rest on you, while not setting up a kill order for dps. It dont work like that. Set your kill order, thunderclap when all mobs are there, stack a few sunders, tab, sunder, tab sunder generate a lil threat on all of them. You arent dps, you being on the target doesnt matter, as long as the mob is on you. If its at 5% health, change targets, work your threat up on the next target, so dps can instantly start on it.

Tanking on a pally is easy mode essentially. And they make wonderful tanks. But on boss mobs, pally tanks fall short to warriors. Warriors get uncrushable easier. Pallys are limited by mana, and as such mana conservation must play a role in thier tanking. Pulling 5 mobs at a time tanking them all seems extremely efficient until the group has to wait on the pally to drink after every pull. An OOM pally, is as useful as tits on a bull. Extended boss fights can be dangerous if the paladin doesnt know how to keep his mana, the mana regen from healing can cause just enough threat loss to wipe a raid if the paladin doesnt know what hes doing.

You seem to have the right tank mentality, as you are stepping up to the plate to help your guild move forward. A tank essentially controls the pace at which a group/raid/sometimes guild moves. You make the pulls, you decide when to pull. If you are in a group, whether it be a raid, pug, guild 5 man, take control. Ask for lead of the group, set up the kill order, mark the mobs. If you get nuke happy casters, or huntards who think that an arrow is enough threat, let them die (not your healer though). If they get mad and bail, replacements are easy for dps. Dont be afraid to remind people (let me get threat, "wait for 3 sunders") Ive been in wonderful groups that knew to let the tank get threat before dpsing. Ive been in groups to where it was a nightmare. Groups like that.. cut your losses, and save the repair bill.