Don't worry too much about gear as you level. The quest rewards and the occasional drop will serve you well enough - anything else you can get is a nice bonus, but it won't matter too much. I wouldn't recommend spending too much gold on gear while levelling.
If you're on a PvP server, you might want to enter the battlegrounds at lvl x7 to x9, to get some pvp stuff, as this would help your survivability. It won't cost you any gold, just honor and marks which you get from winning (and losing) the BGs. It's still an option on PvE servers of course, but it's not as needed here.
As a lock, look out for items with stamina, spell damage (especially shadow damage) and intelligence. As you get higher, you'll also see +spell crit and +spell hit. Spell hit is extremely important once you get to lvl 70 and want to start raiding - it helps you actually hit the bosses (which are always lvl 72-73 and thus harder to hit). Spell crit increases the chance that your spells will do doable damage. If you are affliction, it's nice to have, but it should come after stamina and spell dmg (and hit at 70). For destro it's much more important, but it's still important with spell dmg and hit here. For that reason, many won't spec destro until they're pretty well geared.