-Protection is nice, especially since you can pull a big group of enemies and your wife can AoE them down.
-If you feel the absolute need to have a ring and necklace pick up jewelcrafting (and mining). Honestly though it isn't
needed, you will be given the items you need later on. I would avoid glyphs for now unless you can find some for cheap. They tend to be overpriced, especially for a lower level character.
-I would keep an eye on how much various cloths go for on the AH. Pre-cataclysm wool was a hot ticket item. Also I would pick up mining at least. Sell all the ore you get on the AH and you should make some easy gold as you level. Greens tend to sell decently depending on the server you are on. Blues and the very rare purples tend to sell real good. Maybe it is the cheep skate in me but I try to sell any blues/purples I happen to run across on the AH simply because upgrades tend to happen fast. But yes, vendor any greys you happen to pick up. They are called vendor trash for a reason (heck there is even a fish you can fish up called
Goldenscale Vendorfish).
-Wrath of the Lich King allows you to play as Death Knights once you get a character to level 55ish, allows you to pick up Inscription as a profession (pretty valuable profession), and access to Northrend (70-80 zone). Cataclysm will unlock Worgen and Goblins, level 80-85 content, and Archeology (very boring secondary profession).
My tip would be to start thinking about professions. This list may not be 100% complete, it has been a couple months since the last time I was in the game.
Blacksmithing - Weak to start out with but starts to become helpful the higher you get. Primarily just plate gear.
Engineering - Quirky profession. Can make things like mini-pets and goggles. Nice stuff from it but I wouldn't recommend it for your first character (especially if they are a prot paladin).
Alchemy - Flasks are a must have for raiding at max level, less useful at lower levels.
Enchanting - Enchants are nice at any level, a must have at max level. Expensive to level but nice to have on at least one character.
Inscription -
Need Wrath of the Lich King. A very lucrative profession on most servers. Nice to have but can wait for an alt to pick up due to the expansion requirement.
Jewel crafting - A relatively 'meh' profession at lower levels it becomes very nice at higher levels due to the constant demand for various cut gems. It will be either an expensive or time consuming profession to level though.
Leather working - A nice profession to level with, not so nice to level later on. Creates leather and mail gear and leg enchants.
Tailoring - Obviously a profession that creates items for cloth wearers. Also makes bags and leg enchants.
Herbalism - Flower picking. Provides the materials for Alchemy and Inscription. Can be profitable depending on the market.
Skinning - Leather workers need their mats from somewhere. Not very profitable and would only pick it up if you have a leather worker.
Mining - Very profitable. Needed for Blacksmithing, Engineering, and Jewel crafting.
Cooking - Pick it up. Level up with it. The food is easy to get and the buffs are very nice to have.
Fishing - Pick it up with cooking. A bit boring to level but it helps level cooking not to mention you can fish up a turtle mount in Northrend.
First Aid - Used to be a must have profession now not so much. I would level it if you find you have a lot of extra cloth and they don't sell well on the AH.
Archeology -
Need Cataclysm. Very slow leveling profession. Can get various mini-pets, iLevel 359 weapons, various trinkets, and mounts. Going to stress again it is a very slow leveling profession.
Oh and
here is a link to the list of the professions and it goes into more detail than I can/dare go into.