I use the free QuestHelper addon as a levelling guide. When you pick up quest, it will give you a GPS-like map assistance and will calculate the shortest routes to your quests constantly.
Aside from that, I just go to the place where I'm supposed to be, pick up all quests, follow the QuestHelper guidelines.
http://wow.curse.com/downloads/details/9924/
Screenshot:
http://media.curse.com/adjust_images...00/105/395.jpg