This thread might be a help if you're looking for fastest leveling just so you can get to the Dungeon Finder. Undead for Horde had very little in the way of collection quests to start with and the zombies and crap right outside the gate and the starting crypt respawn pretty quickly if you just want to do a little extra slaughtering to gain XP before turning in the quests for XP.

There's also not much in the way of running all over the place, which is not the case for pretty much any of the other races.

Goblins have that whole starter questline that you have to complete before you can even get out of the newbie zone, so that's going to probably be a pass.