For solo questing.. Ret to Lv70, then what ever you want. Ret will be fastest solo (takes alot of luck & prep as prot to get 4+ mobs on you.. also, Outlands hit harder, 7 outland mobs green to you will likely kill you very fast).
If you like grouping then either Holy or Prot will work. If you get alot of +spell damage gear to hold on the side then Holy will kill very quickly soloing, but not as fast as Ret. Prot = slow solo, but still good enough to level decently. I wouldn't take Prot unless your planning to tank dungeon runs thou IMO (this coming from a lv66 prot pally).
I seem to have found tanks harder to get than healers on my server, this is why I choose Prot over Holy. I also enjoy dungeon running alot more than solo questing, so that was my direction. Yours could be different & it all depends on how you feel would be the most exciting for your gameplay.
Hope that helps.
Kz
Edited, Jan 14th 2008 12:58pm by Killzon