The most mana conservative but at the same time highest damaging build will get you to level the fastest.
This means points into retribution for damage, not forgetting to take the talents which save you mana along the way and holy for survivability.
http://www.wowhead.com/?talent=sVxZZVcxtbcuiIot
Go ret through SoCm, then start on holy until you get get 5 points into spiritual focus (massive increase to survivability). Then finish out ret.
If you want to do instance along the way, I'd recommend holding off on the higher ret points and putting points into holy until Divine Favor. If you're going to solo and do quests, after spiritual focus holy doesn't help a whole lot... though spiritual focus is a great "oh sh*t" button but LoH is on cooldown.
Grab the biggest 2-hander you can with +spell, stam, str, or int. Stats should go enough stam and int to keep you ticking and not having to drink, followed by +spell and then str.
This has been my method and I've been leveling my pally about as fast as my hunter.
Edited, May 7th 2007 6:44am by MilkOfGlass