Leveling a death knight has the unique advantage of allowing you to skip over most of vanilla WoW. Upon completing the introductory quest line in the Eastern Plaguelands, you will reach level 57 – and quite possibly 58 if you have any XP gaining buffs (heirlooms or guild perks.) After you've finished your death knight quests, here's a guide to where you'll be headed next!
Where to Level Your Death Knight at Level 57
If you're level 57 after completing the starting quest line, head to the Blasted Lands if questing is what you want to do. As soon as you ding 58, you can head directly through the Dark Portal which is conveniently located in this zone. If dungeons are your calling, you can hit up the dungeon finder and run Blackrock Depths or Blackrock Spire. With your full set of blue death knight gear, tanking these dungeons is incredibly easy to do, and will get you plenty of XP!
Where to Level Your Death Knight at Level 58
If you're leveling up by questing, at level 58 you will head to the Dark Portal in the Blasted Lands. Go through the portal, and begin questing in Hellfire Peninsula to upgrading your gear. You can also run Hellfire Ramparts with the dungeon finder, if questing is not your thing. (With all of the improved vanilla content added in Cataclysm, you can even level up to 60 before getting to Outland, without breaking a sweat!)
Where to Level Your Death Knight from Level 60-85
Your choice of WoW leveling zones to quest in will be the same as with any other character. At level 68 you can head to Northrend, and at level 80 you can begin questing in the new Cataclysm areas. If you're not sure where to head, you can always visit the Hero's Call or Warchief's Command board, and the quests there will point you in the right direction.