Warrior, SK or Pally

[Mjorlnir]

So, here's a over-simplified version:

Warriors are the best dedicated tanks (ie they stay alive while things are beating on them) but this is only really relevant at the very endgame. They are incredibly gear dependent, and until the ultra lategame have a harder time holding a mob's attention than a paladin or sk.

Paladin's and SK's are the best "instant hate" tanks. If you're grouping, and the mob switches to hitting your wizard or cleric, these two have spells that can snap it's attention right back. This makes them great for grouping, but they aren't quite as durable as a comparably geared warrior, so they aren't the preferred raid-boss tanks.

Rangers and monks, if well geared, can tank in a "no better options available" scenario. Your healers will have to spend more mana keeping them alive, and this just doesn't work on the really hard hitters. However, if it's just you and a shaman buddy having a casual hunting experience, they work just fine.

Ultimately, if you want to play a paladin, that's the right choice for you. If you find yourself at level 60 and wanting to tank for Aftermath, then spend some cash and make a warrior.