I dont have much experience playing a Paladin, or indeed - playing with a paladin. Its a class I am curious about trying but have never found the time or inspiration to do so, so I am going to link some info that may be useful.
http://www.wowpodcast.com/ - Their latest blog is a Paladin guide. Im listening to it as I type this and it sounds pretty useful. It discusses specs for levelling, as well as specs for end game and the kind of stats that you must aspire to - 480 defence to be uncrittable for instance. (ow!)
TenTonHammer - Paladin guide. I have not had the chance to check this over but TTH usually provides a pretty good read for each class.