If you are in the middle of a cast, hitting the escape key, or space bar will stop your cast. At this point your number one priority is re-sheeping your target. Your mob will be very angry with you, and will want to kill you as quickly as possible. Whatever the pull turns out to be, remember that your sheep will probably break (revert to it's true form) before the end of the fight. At other times the tank or a hunter may pull a group, and the mage will need to sheep their target as it is running toward the tank. A mage will be called upon to "sheep" a mob when there are multiple targets in a group that your party must kill. Do not compound your error of grabbing aggro by making the tank chase you and the mob around the instance. Should the mage get the attention of the boss or mob being attacked it is important to run or blink toward the main tank instead of running away.
Critical hits tend to come in groups, so it is inevitable that a mage will grab aggro away from the tank.So the mage may have to resort to their wand at times so that the tank can maintain aggro.
As mentioned above, being a great player does not mean doing the most damage, especially in an instance. Frost mages after level 30 have an advantage because they can use Ice Block which, for the duration of the Ice Block, wipes their accumulated threat. For a mage this means staying at max range from the mob being tanked and hesitating after casting a critical hit.
Each member of a raid or party has a primary role to manage threat levels and aggro in an instance. Here are some notes that you will need to know about when playing as a mage in a dungeon.