Then once I'm blue in the face and finally done blathering about stats, I'll detail what pieces can be nabbed from four easy sources: quests, factions, crafters, and the justice point vendor. Like I said, I'm going to avoid the Letterman-style Top 10 list, though, because your mileage with regards to the value of each piece may vary.
What stats to look for
Don't worry about strength when looking at gear and comparing two different pieces. As I detailed in Protection Paladin 101, strength is one of our weaker threat stats (hit and expertise are far better, but more than that on a bit) and shouldn't be a focal point.
Likewise, stamina -- while key -- isn't as important as it was in previous expansion packs. The name of the game is damage reduction, once you have enough hitpoints. While it's a little tricky determining how many is enough, in my case, I found myself breathing easy at 150k buffed when I first started running heroics. At that point, you shouldn't have to worry about getting gibbed within a couple of GCDs, outside of failing to interrupt something key or standing in something unpleasant.
So instead of inflating your health bar, you're going to find yourself getting a bigger return from mastery -- our bread and butter right now in all but heroic raiding content. Mastery provides the largest amount of combat table coverage (also known as CTC) per point out of all our other stats that affect the combat table. For example, 179.2 mastery rating gives you a 2.25% chance to block, while 176.7 parry rating is going to give you a 1% chance to parry. You're going to push normal hits off the combat table much, much faster adding mastery than adding any avoidance stat.
In terms of gear, that means you're going to find the pieces that provide you with the biggest survivability boost are going to have mastery plus either dodge or parry. Gem slots help too, but those are few and far between until ilevel 346.
Hit and expertise are going to present a bit of a challenge for you, in terms of balancing them in order to have enough threat while at the same time not shooting yourself in the foot by sacrificing too much survivability. Entering heroics for the first time, you're probably going to find your threat capacities inadequate compared to those who have been running heroics (and even raids) already and therefore have a higher threat potential than you might be able to cope with.
Thankfully, unlike raids, in which we generally endeavor to ignore threat stats and stack survivability like our lives depend on it, in heroics, we're given a lot more leeway. You can add some hit or expertise without feeling like you're putting your life at risk. Though in terms of hit, keep in mind you don't need to go all the way to the 8% raid boss hit cap. The most you'll need for heroics is 6%, since bosses are level 87. Going beyond that is wasted stats. Likewise, you don't want to stack more than 16 additional expertise skill (or 480 rating), because we get 10 skill for free from the Glyph of Seal of Truth.
In terms of our priorities for threat, the expertise cap (24 skill) is the best initial way to boost your threat, followed by the hit cap (just 6% for heroics). (Correction: Thanks to a commenter for catching my initial error, the expertise cap for both dodges and parries is only 24 skill total.)
Questing for upgrades
Not always ilevel 333 (and thus upgrades probably abound), but gear from the later quests in Uldum and Twilight Highlands represent the easiest pickups you'll find for your pre-heroics set. Be sure to take advantage of these, since you can collect them on your own.
Make use of your reputations
While you're running normal 5-mans for gear and justice points, don't forget to strap on that reputation tabard. The various factions have some great pieces that can last you a long time, not to mention the easiest way to get your first tanking epics.
Guardians of Hyjal
Honored Mountain's Mouth
Exalted Wrap of the Great Turtle
The Earthen Ring
Honored Stone-Wrapped Greaves
Revered Felsen's Ring of Resolve
Revered Red Rock Band
Exalted Sandguard Bracers
Dragonmaw / Wildhammer
Revered Grinning Fang Helm
/ Crown of Wings
Exalted Boots of the Sullen Rock
/ Gryphon Rider's Boots
Hellscream's Reach / Baradin Wardens
Honored Baradin Grunt's Talisman
/ Baradin Footman's Tags
Revered Darkheart Hacker
Exalted Mirror of Broken Images
Trawling the auction house and trade chat (or some helpful guildmates) can yield some of these excellent pieces.
Spend those justice points
Last but certainly not least, don't forget to spend those hard-earned justice points on these great pieces and avoid that 4k cap. These are the pieces that'll be carrying you into your first raids, more or less, and will probably take the longest to accumulate in the end.
Heroics are just the beginning
Once you're ready to start the heroics grind, you're only a hop, skip, and a jump away from being raid-ready. Next week, I'll give an overview of heroics loot and how it'll have you plated to the gills and ready for some serious face time with some epic boss crotch.
The Light and How to Swing It tries to help paladins cope with the dark times brought by Cataclysm. Check out our protection 101 guide and our suggestions for protection paladin addons.