Depends entirely on what kind of build you want... there's so many different paladin builds. Start with looking through the guide section found
here, and try to follow the guide.
If you want a quick overview, here is only a handful of builds:
Fanatic Zealot - (Zeal w/ Fanaticism as main aura) - Purely physical, rather item dependant. Viable up through hell with the right equipment, popular for PvP more so than PvM. (Or so I've seen...)
Tesladin - (Zeal w/ Holy shock as main aura) - very popular, viable build, and not very item dependant at all. Extremely well in Normal and Nightmare with almost any gear of your choice, becomes more item dependant in hell. Many variations of this build are available, such as the Teslafister (personal favorite) which also maxes FoH and pours spare points in conviction.
Frostadin/Freezealot/Frosty - (Zeal w/ Holy Freeze as main aura) - Very popular, and overall the best choice for Hardcore. Very easy to use, and not very item dependant. Using cold damage, he slows down enemies over 50%, and typically uses a lot of Crushing Blow gear to kill cold immunes.
Hammerdin - (Blessed Hammers w/ Concentration as main aura) - One of the most popular builds of 1.10, as well as the most overpowered and easy to play. With the right gear, and some +skills, this character will solo his way through hell with ease... it'll feel like you're playing in normal with a high level character. Very popular to use for MF, but also somewhat item dependant... not a great first choice, but another personal favorite of mine.
Theres a lot more builds... V/T (Vindicator/Templar), Liberator, Elemental Zealot, Cleric, Ranger, etc... you just have to read the guide thread, and see what suits you.
Good luck!