Paladin as a hybrid class, choosing weapons will be different, which depend on the spec you choose. There are a few things you should bear in mind when you are choosing weapons for your Paladin.
   It is a must to identify what your Paladin needs the most. This will vary depending on your spec. For the most part, on the one hand Retribution Paladins are in need of Strength, Attack Power and Agility and on the other hand Protection Paladins need Stamina, +Spell Damage, Intellect and possibly some +Spell Hit. What's more Holy Paladins need Stamina, Intellect and +Healing. If you use a mixed spec, decide which you need the most of.

As Retribution Paladin, you must look for a big, slow, 2-handed weapon for you. 2-handed Maces, Swords and Axes are the best choice for Retribution Paladins, since it allows Seal of Command to proc as often as possible. Again, things to look for on a weapon include: Strength, Attack Power, Agility and maybe a little Intelligence. +Hit and +Crit chance are also helpful. Some examples of good Ret Paladin weapons are the Lionheart Blade, Despair, Gorehowl, The Oathkeeper and the Hammer of the Naaru. 
A Retribution Pally will pick up gear that will give them a boost in strength, critical strike rating, and spell damage. Of course, any gear that will allow the Retribution Pally to up their damage stats is a great thing as well. For these Pallys, usually the weapons that are chosen are the ones that are the fastest as well. Most people will recommend that a Retribution Pally use a shield as well as an axe or mace to do the damage, but personally, just like
As for Protection Paladin you may find a slow single-handed Mace or Sword for you. Prot Pallies need Stamina, Intellect and +Spell Damage on a weapon that has as slow an attack speed as possible. Why slow? Because of most Prot Pallies gain agro by using Seal of Vengeance. Seal of Vengeance has a much higher chance of adding a DoT to your target if you're using a slow weapon. Start off using the Gavel of Unearthed Secrets (Lower City, Exalted), then when you have five Vengeance ticks, switch to something like the Merciless Gladiator's Gavel (Arena Season 2) or the Continuum Blade (Keepers of Time, Revered.)
A Protection pally will pick up gear that will give them a boost in defense, armor, blocking, and stamina, but there are tons more stats that will help them too. They will also want weapons that can do massive amounts of damage as they are sometimes assigned as a tank.
But as for Holy Paladin, you can find a caster Mace or Sword for you. Like all casters, Holy Pallies need Stamina, Intellect and +Spell Damage/Healing on their weapons. Maces and Swords have the best benefits for these stats and are the most effective for Paladins. There are a wealth of caster Maces and Swords in the world, many of which are quest rewards. The Gavel of Pure Light (Sha'tar, Exalted) is an excellent choice and isn't too hard to get.
A Holy Pally will pick up gear that will give them a boost in Healing, Spell Critical Strikes, and Intellect. They will want to use weapons that help them defend themselves while they are Healing as well, such as a Shield and a sword. Holy Pallys want to make sure that they choose high level armor that offers them boosts to their skills and fast weapons that will allow them to off an enemy quick and heal as soon as they can.
If you're a Holy Paladin then you should concentrate on choosing a weapon that helps with your mana regen and spirit/intel/stam and not so much on how much damage it does. The only reason you should ever need to do damage is if the entire raid has wiped and you're the only one left alive trying to survive. If you are speced holy and trying to level, we suggest you respec to Ret to help you level faster and then once you hit the level cap, go back to holy to work on heals.
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