The Zygor Guides (or any guide with an in-game waypoint/arrow) is quite helpful.
Even through Cataclysm content, because you know where you should be all the time.

80 to 85 (Cataclysm) is rather linear.
You cannot skip much, aside from one entire zone...
Most will skip Vashj'ir (the underwater 80-82 zone) and go with Hyjal (also an 80-82 zone).
If you do both Vashj'ir and Hyjal, you can skip one zone after those but have to do most of everything else.
For maximum gold, you'd do everything... and then quest in Twilight Highlands as an 85.

There isn't really a guide without collections.
You can skip a lot of collections for 1st - 80th level content.
Because you only need 70-80% of the experience you needed when that content was current.
Plus you can equip heirlooms to level faster, or be in a higher level guild for faster leveling too.