When I start a new characters there are always a few things I do fuss about a lot before actually getting on to play the game.
1. Selecting appearance - I can play for 20 levels and then decide that I don't like that particular hair color or style... or that the skin tone I've chosen is to light and looks weird in certain light. I have rerolled toons for this reason. I do feel stupid when throwing away 20 levels because of appearance.
2. Decide name - This used to be my biggest problem. I have petitioned GM's about name change (but they've never allowed me to). The name decision takes normally about 2-3 days for me and before I am happy with it there is no reason to actually play in fear of having to reroll... With the new renaming functionality I don't have to worry about this anymore. My current hunter has a good-for-now-name and when I've settled on his "true" name I'll change it. For me that is $10 well spent.
3. Choose professions - When starting a new character I almost always start with skinning & mining. They allow me to quickly generate a sufficient gold stash early on. Especially mining can be lucrative to get enough gold to upgrade all bags very early and get all those weapon skills.
In my world you can either have professions that suit your class. For example a tailor / enchanter for a mage/priest/warlock or why not mining/blacksmith for a warrior. This time around I am creating a hunter and I've tried the skinning & leatherworking path previously - it has always left me disappointed. It works well early on but as soon as you hit about 45+ its uses starts to fade. And for all the time you put into it it just isn't worth it as most of its products can be bought cheap on AH.
If you fancy PVP then engineering used to be the number one profession... however it is expensive, boring to level and filled with (in my opinion) useless gadgets. It certainly has its uses for a hunter though with its ammunition and guns.
Note there are no good guides on wowwiki but if you need a 1-375 engineering guide I can recommend looking at this WoW Engineering Guide or the guide at gotwarcraft.com.
I am currently going mining & engineering but I am in no hurry to level it up. I am going to split my ores 50/50 to sell and to level engineering.
Oh and don't forget about fishing! Probably the most boring profession of them all.. .but it does wonders for keeping your pet happy and more importantly your purse.
My hunter has now reached the respectable level of 16 and had his first few looses in Warsong Gulch against twinked rogues. Damn they hit hard.