If you're going to be leveling a Paladin in World of Warcraft, I think you are going to have a lot of fun with it. While they tend to be rather dependent on their gear, Paladins, as a hybrid class, are one of the most versatile and balanced classes in WoW. They can function as healer, DPSer or tank, and they are useful in both PvP and PvE. Just remember that with versatility comes some sacrifice of specialization. The Paladin cannot heal as well as a dedicated healer, etc. On the flip side, the Paladin is extremely tough to kill.
Frequently Paladins are considered a support class because they are so helpful to other members of your party as healers or in the middle of a melee. If you prefer to do more solo adventuring, then you'll want to spec your Paladin for Retribution. I would say though that if you want to spend most of your time going solo, you probably want a different character class because the Paladin really excels in groups. On the other hand, for leveling, the best builds for the Paladin are probably the Retribution build or Protection build. The Paladin never was the fastest leveler, but is a bit more comparable to other classes now. Still, if you want to gain an edge and increase your leveling speed, a leveling guide for either Alliance or Horde will certainly help you pick that pace up considerably.
Before you even begin leveling though, it is best to take a look at a comprehensive Paladin class guide and determine what you want to do as a Paladin. Do you want to be the healer or would you prefer to tank? Or Do you want to get in there and kill things? While you can in fact do all three, you will want to focus your talent on one specific area so you can have some level of specialization. Your other skills will still be there, but they will work to enhance your main talents. Keep in mind too that you will need gear for everything.
If you want to get the most out of your Paladin and become invaluable to any group you play with, then the Paladin Class Guide is going to give you the comprehensive understanding you need to get the most out of playing WoW's Holy Warrior, including how to level your Paladin 1-70 in 10 days, the best equipment and specs and how to make more gold as a Paladin.
For more fast leveling info for all classes, including your Paladin, you will want to take a look at the Zygor leveling guides . With guides for both Horde and Alliance, these are by far the most useful leveling guides available and have a great map mod as well that makes life much easier in-game.