People often ask me; "Rebecca, where should I go to quest next?". Since I have leveled umptifive alts, I know most quest areas like the back of my hand. On horde side that is. I have played alot of alliance too, but none above level 70. I thought I'd make a little list, or guide, to my favorite horde questing areas in Azeroth. Although at level 30+ alliance and horde will quest in the same areas, so this list works for alliance too to some part.
If you can, I strongly recommend questing in the Blood Elf starting area. This is because these areas were designed later and are therefore better, in most ways. The quests are more fun, mostly, an the rewards are definitely way better. Although I enjoy the undead starting area the most, for personal reasons, the Blood Elf (and Draenei) starting areas are better for efficient questing. Unfortunately, the classes that Blood Elfs can't be, warriors and shamans (and druids, but they're special. I'll get to that), don't have trainers in Silvermoon City, which would mean that they'd have to travel to Undercity (warriors) or Orgrimmar (shamans) each time they need to buy skills. A little too much hazzle. If you happen to play a shaman or warrior, I therefore recommend your races starting area. Tough luck, but they're all about equally less good. Now, Blood Elfs can't be druids either, but for some reason there is a druid trainer in Silvermoon. So if you're a druid, you can still quest in the Blood Elf starting areas! (Vice versa for alliance, go to the Draenei starting areas if you can. Warlocks and Rogues will have to go elsewhere. Yet again, this starting area has a druid trainer although Draenei can't be druids either).
Hillsbrad Foothills, sometimes also known as Gankbrad Foothills, because it is the second most dangerous place to be in Azeroth on a pvp server. That is because horde quest there at around level 20, but alliance quest there at around level 30, which basically means horde doesn't stand a chance when their paths cross. Nonetheless, it is a great questing area for horde. Biggest downside, except for the occassional ganking, is all the running back and forth. But since you get mount at level 20 nowadays, this isn't much of a problem. There are also some quests in Southern Barrens which are fun for this level. You get most of them in Camp Taurajo (which I heard will be gone in Cataclysm, so take your chance to enjoy the place). Here too there will be alot of running unfortunately, but that's the way Blizzard liked to waste our time back in the days.
I usually do Thousand Needles for this level bracket. Combined with some instancing it usually suffices to get to 30, even more so because you'll most likely be around level 27 before you're done with Hillsbrad and Southern Barrens.
Just next to Thousand Needles is Shimmering Flats. Although the mobs go all the way to 35, all the quests are doable at level 30. Oh and while you're here, run over to Gadgetzan and get the flightpath there, you'll want it for later. I usually start with this place because you get some quests to go to Stranglethorn Vale, which then is my second stop in this level bracket. Of course, when I play on a pvp server I always think twice about going to STV. One alternative I rarely choose is Desolace. The reason is simple, it's far far away and requires a heck load of running. If you've never been there it's worth experiencing, but otherwise, skip it. A better alternative to being ganked in STV is Arathi Highlands. If you decide to do the Stromgarde quests I recommend collecting as many of them at once, so you reduce the running back and forth as much as possible. Always this damn running. So Shimmering Flats -> Stv (if you dare) or Arathi Highlands.
For this level bracket there are tons of fun questing areas. I usually start out in Tanaris. Killing pirates is fun! Some quests here link to Booty Bay in STV, and there are quests for this level bracket in STV too. Yet again I try to avoid STV if I can, and I usually can. Another great questing place for this level bracket is the new and improved Dustwallow Marsh, namely Mudsprocket. Before Mudsprocket there wasn't much to do in Dustwallow, and the quests were for around level 35. Some of the most interesting quest lines of the game can be found in Dustwallow's good old Brackenwall Village, so don't forget it, the mysterious Inn quest for example! If you ever wanna take your time to read the quest texts, this should be the place to do it. There are quests in Alterac Mountains (just by Hillsbrad) for this level too, that I do most of the time. Other areas which are fun but a little off are Swamp of Sorrows and Blasted Lands. I usually don't have the time to do these, I outlevel them before I get so far. If you're tired of Tanaris or Dustwallow, I recommend these two areas instead (Swamp of Sorrows could be started out at a little below level 40).
The perfect area for this level bracket is Hinterlands. And you'll most likely find enough things to do to get you all the way to level 50. The Jintha'alor quests used to be all elite (or rather the mobs where all elite), but they're soloable for most classes nowaday. Just remember that Vile Priestess Hexx is a bitch to kill. She sometiems chainhexxes you to death. Not fun.
When I am done with Hinterlands I run to Western Plaguelands. There aren't that many quests to do in WPL, but they're quite worth the time. Especially the cauldron quests. And there are quite alot of quests that you find here and there, with some interesting stories about them. This area is well worth doing. After WPL I run to Felwood. Just start in the south and work your way up, most quests are really fun to do. The furlborg quests will lead you onto...
... Winterspring! I strongly prefer this area over Eastern Plaguelands, just because the mobs of EPL are such pain in the ass with their diseases and fears and whatnot, but there are sometimes not enough quests in Winterspring to get you to Outlands level, aka level 58. In that case, you'll have to run to EPL after all and for example do Tirions quests of eradicating the wildlife. They're quite easy to do, you just basically kill everything you see, but maybe not so fun. If you're interesting in lore, EPL is more interesting than Winterspring though. It all depends on how you like to level, fast and easy, or interesting and slow ;)