Warning: WALL OF TEXT CRITS YOU!!!
You have been warned!
No, seriously … I mean it.
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If you’re going to be tanking as a Paladin, you need to generate Threat in order to hold Aggro. You’ll have two (and a half) basic ways of doing this … physical/weapon damage, and Holy damage. The “half” way is by healing, which most tanks don’t do, but Paladins can, and there’s an interesting bit of trickery involved that I’ll need to explain in more detail.
Ironically, while you level up as a Paladin, your physical/weapon damage (and along with it, your Strength attribute) becomes less and less important over time. That’s because as you level up, more and more of your damage output is going to be (able to be) coming from (basically) your mana bar, via spell effects, rather than from your weapon (per se). Your weapon will remain important, but it’s primarily a TOOL for engaging the things about your class that are different from Warriors and Bear Druids who want to be aggro magnets.
The “main” way for Paladins to increase their damage output and their Threat generation(!) is through Holy spells and effects (go figure, eh? 
) while you’re buffed with Righteous Fury to increase Threat generation from Holy damage and effects. Unfortunately, your options for actually doing Holy damage are remarkably limited:
- Retribution Aura
- Seal of Righteousness (Holy damage on every melee hit)
- Judgement of Righteousness (Holy damage, 10 yard range)
- Seal of Command (chance for Holy damage on every melee hit)
- Judgement of Command (Holy damage, doubled against stunned or incapacitated targets)
- Blessing of Sanctuary (requires successful Block)
- Holy Shield (requires successful Block)
- Consecration (AoE Holy damage, requires 11 talent points spent in Holy tree)
I might have missed another source of Holy damage output, but to my knowledge this is basically it. For our purposes, the main sources of Holy damage that you’ll be doing as an aggro magnet/tank will be from Seal/Judgement of Righteousness, Blessing of Sanctuary, Holy Shield and Consecration … except that in this specific build I dropped Holy Shield in favor of reaching for Improved Retribution Aura (Rank 2/2).
Point of clarification:
- Righteous Fury is a +60% Threat from Holy spells.
- Improved Righteous Fury (3/3) increases that bonus by +50%.
- Therefore … with 3/3 talent, Righteous Fury yields 60*1.5= +90% Threat from Holy spells.
This is basically “Warrior Improved Defensive Stance” / “Feral Instict Bear Form” for Paladins type of stuff, but it only applies to Holy spells (so white/physical damage doesn’t yield buffed up Threat). The important thing to remember, which I’ll get to later on, is that you have more ways to generate Threat from Holy than just (merely) damage. 
Consecration is excellent for Herd & Burn tactics, but is really only mana efficient against large groups of enemies (preferably 3+). Against single targets, Consecration is simply mana cost wasteful for the amount of Holy damage (and therefore, Threat) it can generate. You have better tools for generating Holy damage (and thus, Threat) for less mana cost when dealing with 1-2 targets at a time. Consecration starts to break even on mana cost around 3+ simultaneous targets, but even then it’s rather pricey. The important thing you need to know is that Consecration is what makes it possible for Paladins to be the best AoE aggro magnets of any class, since they can use Consecration repeatedly for multi-target Threat magnification (with the Righteous Fury buff), rather than being limited by a long cooldown on AoE aggro control spells.
However, because of the way the 5 Second Rule of Casting Debuff works, it is often times more mana efficient to wait to refresh Consecration until AFTER you’ve received a mana recovery from Spirit tick (LINK to why this matters to Sustainment). If you’re playing a “Spirit heavy” itemization (as demonstrated by JugsOfLight) it is possible to abuse use a high mana recovery from Spirit WHILE IN COMBAT in order to maximize both your damage output AND your Threat generation simultaneously, making you a better aggro magnet. However, this capability is “somewhat delayed” until you can obtain Seal/Judgement of Light (at Level 30) and Seal/Judgement of Wisdom (at 38). Prior to then, Seal/Judgement of Righteousness should be adequate until you level up into your 30s and 40s.
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For Seal of Righteousness, you’d want to be making a comparison to the physical/weapon bonus damage you get from Seal of the Crusader. You can run a Critter Test and check your combat log for how much bonus Holy damage you’re adding with Seal of Righteousness. With your Righteous Fury (self) buff in the mix, which you should always have up (even when soloing), so long as Seal of Righteousness is adding at least 65% as much damage as Seal of the Crusader, you’ll be breaking even on Threat generation, even if you’re not breaking even on damage output. Once you’ve got 3/3 Improved Righteous Fury from the Protection tree, once you’re getting at least 50% as much bonus damage from Seal of Righteousness as you would be from Seal of the Crusader, you’ll still be breaking even on Threat generation, even if you’re not breaking even on damage generation.
Because of this tradeoff between physical damage output and Holy damage output, I often times find myself using Seal of the Crusader while soloing, since Threat isn’t a consideration worth bothering with while solo, but then switching over to using Seal of Righteousness in groups for increased Threat generation so as to hold aggro better.
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As a Protection Paladin you’re also able to generate Holy damage from your Shield as well as from your Melee Weapon. This is accomplished via the combination of Blessing of Sanctuary and Holy Shield talents, both of which will inflict Holy damage onto an attacker when your Paladin successfully blocks. Note that adding a Shield Spike and using Seal of Righteousness can start adding up to some really serious Holy damage production, all of which will get multiplied by (3/3 Improved) Righteous Fury when calculating Threat generation. That’s because Holy Shield will deal Holy damage on a block. Blessing of Sanctuary will deal Holy damage on a block. Your Shield Spike will deal physical damage on a block … and will trigger Seal of Righteousness to deal additional Holy damage on a block because the Shield Spike counts as an “attack” for the purposes of getting Seal of Righteousness to proc. That’s a pretty good chunk of Holy damage per block, all of which does increased Threat. So really, much more than a Protection Warrior, a Protection Paladin is extremely dependent upon their Shield for both defense AND offense AND threat generation.
For really serious Holy damage output from your Melee Weapon and/or Shield, particularly against groups of foes, you may want to consider using a Masterwork Stormhammer that can proc chain lightning on attacks, including Judgements cast beyond melee range, since those chain lightning procs can in turn proc Seal of Righteousness for additional Holy damage, meaning win-win-win on Threat generation against groups of foes … before throwing Consecration into the mix for dealing with groups.
Likewise, use of a Force Reactive Disk with a Shield Spike and Seal of Righteousness can yield some rather ridiculous chain reactions that proc way more Holy damage (and Threat) than you’d be expecting to generate. Just make sure to bring plenty of copies of the Force Reactive Disk so that you don’t blow all of its Durability “too soon” in combat. Note that exercising this option can get expensive on repair bills in somewhat of a hurry. 
However, the thing that REALLY makes me sit up and take notice in the realm of itemization for endgame BiS Shield for a Paladin isn’t either of these …
… it’s THIS …
However, apparently, the Block Buff from Argent Defender sustains (for 10 seconds) even if you switch Shields (apparently) … so get a proc from an Argent Defender and then switch to Force Reactive Disk (with Thorium Shield Spikes added for shizzle) and … hilarity ensues?