Leveling

If you're looking for a good guide to level your character try Jame's guide (along with other people's guides). There's also a good resource on most of dungeons as well. Currently Jame and other's are working on a guide for levels 60-70.

I have used this guide to level my main character and it has worked well, but even better for my rogue. I'm not sure if it's doing the same quests the second or third time around that helps level quicker or if it's a class difference. In any case the guides are free and you can even add your own guide to the repository.

I've opted to skip most of the quests in Stranglethorn Vale and grinded a bit along with running Scarlet Monastery, Razorfen Downs and Uldaman. I usually make notes of where to quests and the locations to complete the quests on paper first (thottbot.com & wowhead.com). Also, thottbot.com offers good hints & tips in the comments section. After researching my quests I know what to expect and where to go.

Using a map/GPS addon will save you time as well. I use Titan Panel, but have tried Cartographer and MetaMaps as well (http://wow.curse.com/downloads/addons/). I like Titan Panel because it doesn't take up too much memory. I also use MozzFullWorldMap to display the whole map including the undiscovered areas.

A good tip when leveling your first character is to create an alternate character as a mule to bank/auction your loot. This really helps when you have very little gold and no bags.