Ive played Lancer basically whole time, working their in's and outs when in combat against mobs, BAM's, and players
So far the easiest way to keep aggro on you as a lancer, is using the taunt shout at the start of the fight, to assure all targets are properly focused onto you, then wile using a threaten crystal on your lance, you hit them repeatedly with normal attacks to assure their aggro sticks to you. from what I have seen so far the easiest way to tell if you are taking aggro, or losing aggro, is from a flag with a large eye on it, only issue is that flag is the same for both loss of aggro, and gain of it, so its hard to tell if you just lost the aggro or not. If the aggro seems to be lost every the easiest way to get it back is with a shout, but a simple charge to the monster can usually bring his attention back onto you.
The best way to start off is again with a shout, it guarantee's a max amount of aggro as soon as you begin the fight, however you should quickly move into normal attacks and abilities as quickly as you can, again a Threatening crystal will help a ton here, if for any reason the BAM seems to be changing aggro, immediately use the shout or stun him down so that you can use more basic attacks, and gain back your aggro. The eye flag also appears for these fights, but are far easier to notice what they are corresponding to since there is usually only one target to fight, first flag meaning gained, second meaning lost, and so on and so forth.
Honestly something you might not really think of, but actually something that needs to be touched on when gaining aggro, clearly normal methods of aggro will not work here, so you must utilize your abilities to their maximum to assure that you can keep a player more focused on you, then on someone else. First key is player damaging crystals, knockdown chance, crit chance, and increased damage crystals would do very nicely, several glyphs are also useful such as increased duration on stuns, and increase chance of knockdown.
To start out with most players, you should try your best to chain them with your grappling hook followed quickly by stuns, the player will have no choice but to deal with you as soon as the stun wears off, most of the time they will return the stun and then proceed to either dealing damage to you, or returning to their normal target. If you are stunned, you should make every effort once it wares off to be on top of the player as quickly as possible, a charge is best way to do so, followed quickly by a shield attack which could possibly give you a second stun, and move you into more damaging attacks.
Continued fights will warrant the use of the grappling hook, and stun locks as much as possible, the essential idea is to keep as much pressure on them as you can, so that even if they want to, they have no choice BUT to deal with you, so that your team mates can the proceed to bash him down to nothing, or flee, which ever case that it may be.