I have settled on Mining/Blacksmithing. I started with Mining/Skinning because it's my first character and it was recommended to me, but I found the money made from skinning to be totally overshadowed by the mining income. I'm at level 36 and just about got all the stuff necessary for
The Shatterer in a few levels (those core of earths are Brutally expensive on my server though). I need just a bit more iron and a handful more mithril. Mostly though, I want the Drakefist/Dragonmaw/Dragonstrike series. For the moment, blacksmithing is eating me out of house and home, but the mining is keeping up admirably considering that I just pick stuff up when I run across it.
I also want to have these maxed out in a few months when Wrath of the Lich King comes out and there is all new stuff to go mine and build.
All in all though, I just find mining to be more fun than skinning was. I like the sense of discovery associated with stumbling upon a vein in the middle of nowhere, skinning never had that though herbalism probably would. And I didn't see anything in the alchemy recipes that I was interested in that required you to actually have an alchemy skill, so I can obtain most of it in other ways.
Admittedly, I'm new at this and mostly went with one of the professions because I find it fun and the other one cause it has "Neat Stuff" I want.