If you're leveling, go and spec into a "leveling build" unless you want to torture yourself. Deciding between Prot, Ret or Holy is a matter of
deciding what you want to do in parties/raids, and if you expect to do instances for exp. You'd likely not be doing instances to level until 68+, and anything under 68 will probably be chock-full of DKs anyway.
Where to find leveling builds?
Google is your best friend. For Ret, stack Str, Hit, Crit.
In context of leveling:
*. Retribution: killing things quickly. Best leveling build.
*. Protection: AoE leveling.
*. Holy: best survivability. Low damage output.
My Paladin is holy at 80 and I find that I can still kill stuff for dailies (e.g. Sons of Hos, Ebon Blade dailies) fairly well. Just use your usual healing set and buff BoM (note my
Holy build), Seal of Righteousness and Ret Aura on yourself. Spam Judgement of Light/Wisdom and Holy Shock when it's up, Consecrate when there are 2+ mobs.