The following is a build that is working for me well for tanking Scholomance, undead part of Stratholme and also for PvP against melee classes while still being support in a group (mind that I am not very geared):
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Protection-holy paladin.
If you don't want to PvP, or if you don't plan on supporting (healing and dispelling, switching role during battle, etc.), then you might want to remove some of the healing abilities. However, that way you really should have picked a warrior.
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Protection warrior-paladin.
The rest four points I suggest to spend on
reckoning,
one-handed weapon specialisation or
benediction. If you think you needn't anything in the holy branch, then you might want to put those points into retribution for better mana conservation and judgements.
As you get gear you should probably be useful in all non-raid dungeons as well. If you don't mind wearing items that have previously being worn by undead, you might want to try and get the
deathbone guardian set from Scholomance. Otherwise, I suggest either D2 or PvP R10 or R13, if you can get those. I also strongly suggest using a spike on your shield. If you happen to be an engineer, have grenades ready, I saw those being useful.
You should also always have mana potions, because you will run out of mana a lot. I would suggest those from PvP R6:
combat mana potion. Try not to waste them, but if you really need mana, don't hesitate to drink one.
I will also suggest having
insignia of the Alliance at all times.
As for the raids, I don't know. I heard paladin-tanks are not welcome there, but I've never tried to get into one.
As a paladin, you will get most of threat as you get hit. Also, your initial threat matters, as it might be hard to regain it if you lose it. Therefore I suggest you have your group giving you ~3-5 seconds to cast your most useful spells before they join in. Now what are your useful spells:
- Righteous fury - keep it on all the time.
- Retribution aura (unless you have another paladin with improved version) - keep it on always except for when you know others won't be able to gain more threat anymore. In that case you might want to switch to devotion aura or to one of resistance aurae.
- Blessing of sanctuary - keep it on all the time. If there are more paladins in the group, I suggest them giving you blessing of kings (if they have) or blessing of wisdom. If there are several paladins, you are advised to always have a full set of aurae, blessings and judgements.
- Judgement of the crusader (unless you have another paladin who keeps it on all the time, in that case you might want to use judgement of light or judgement of wisdom in most cases) - keep your judgements on all the time.
- Seal of righteousness - you should have some seal, and this one works well. If you have spare mana, you can throw a judgement occasionately. If you are running out of health or mana, you might want to switch to light or wisdom (along with the relevant judgement).
- Consecration - use it in the beginning of the fight, when extra monsters appear or when you think you should have some extra threat.
- Holy shield - use it often. For better effect, use it when your redoubt effect is on. If you need redoubt immediately, sit on the ground and the next shot you get will be critical, granting you the effect.
- Hammer of justice - use it when you lose threat. It gives extra time for other activities.
- Exorcism and holy wrath - useful against undead, if you can afford its mana cost. Along with judgement of righteousness, it can be used to try and pull back those who lose threat.
- Blessing of protection - useful to save team-mates, especially healer. Don't forget to rebuff them later.
- Divine intervention - if you think the group is going to die, use it on anybody who can resurrect, providing they're out of pulling range.
Another important thing is the marks. You should always be able to control the marks (especiall skull for the enemy who must die first). As a paladin it's extremelly important, because once you lose threat, it might be impossible for you to get it back. Therefore, if let's say, some enemy decides to attack your healer, you might want to switch whole group on him first right during the battle.
Always let your group know what each mark means and they should
always follow those marks. Don't forget to mark patrols. If you have control classes (mages with sheep, druids with sleep, etc.), make sure they always watch their marks. It's possible that your consecration will break control effects, and your group must be ready to sheep, sleep, fear as many times as needed while you will lead the pack away from controlled ones, so that your consecration won't harm them any longer.
The last thing that comes to my mind are macro operations. I would suggest to have important commands on your screen, such as '/incoming' for patrols, '/oom', '/helpme' and '/followme' to let group know they're needed at your target, '/healme' (maybe so that support classes can switch to healing), '/flee' (can be useful before casting divine intervention). There could be more, but these came off the top of my head.