During the course of leveling my various characters, there are two things that I find to be invaluable. The first is Carbonite - it's a great add on for questing - showing the locations on the map for various quest objectives and lots of other things. I even find it helpful after leveling, just for the ability to set a goto point with corresponding arrow anywhere on the map.
The second thing that I have found to be very helpful is a leveling guide. I've now used three different guides. For my original character, Joar, I leveled him all the way to 80 using Joana's guide. I found Joana's to be easy to use and seemed to generate an efficient leveling process. Some of the quests were difficult for me as a warlock and seemed to be more geared to a hunter. Also, at the time, there was not an in-game leveling guide available for 1-70, and the constant alt-tabbing did make that difficult. Joana now has an in-game mod available for the full 1-80 run.
On Tormal, granted it was only from 55-80, but I used Zygor's. I found Zygor's to be much easier to use than Joana's with the in-game mod being less obtrusive and the arrow always helpfully pointing the way. The inclusion of class quests was also a huge plus. The leveling path, though, particularly at early levels, can be a bit frustrating as it seems to involve a lot of running back and forth between Kalimdor and Eastern Kingdoms, all the name of avoiding grinding. Joana's didn't involve that back and forth and still seemed to successfully avoid the grinding.
I've now started to use Team iDemise's new guide, QuestUp Horde, to level my new paladin. This guide works similar to Zygors in that it is a fairly unobtrusive addon with nice arrows pointing the way. It doesn't appear to include class quests, which is a definite negative. It's leveling path is apparently based on data gathered from thousands of players who have leveled to 80 the fastest. I've only used it to level 8 at this point, but so far it works pretty well. Some of the initial routing in the blood elf starting area didn't seem quite as efficient as Zygor's, but I'm willing to forgive that if it doesn't have me running back and forth between Undercity and Orgrimmar later on. I'll keep you informed.
For now, if you're not rolling a hunter, I'd recommend Zygor's. If you're rollign a hunter, no one knows hunters like Joana, and I'd do it her way! I know iDemise is working on a new version and I'm hoping it'll include class quests. If you're rolling a class were there just aren't that many class quests, the iDemise product may be a good way to go. All seem very good and all will help improve your leveling time.