I've used agi/crit gems in yellow slots where I have to share that piece of gear with my Cat set and the socket bonus makes sense. You're not giving much up and gaining threat/savage defense proc chance.
Btw - Anub heroic down - yeah baby! Most rewarding fight for me I think since maybe Sarth3D or even Illidan, though our add tanks hate it :P
I have the feeling though its going to be one of "those" bosses where we can just as easily 1-shot it as wipe 15 times until we outgear it.