Not a vet paladin but I consider myself awesome! =)
I glyphed my conscret, to be honest it's not snap or good threat or good damage (I think) at all, so it shouldn't make any difference.
Single Target Threat (boss)
Divine Plea on pull, judgetment, shield of the righteous. Optionally you can wings on pull too.
Alternative: Divine Plea -> Wings > Exorcism > judgement> shield bash it as it gets close > normal rotation CS HW CS Judge CS Shield bash CS ...
AOE Threat
Best to jump in, consecrate, get 3 holy power, use inquistion and spam Hammer of the Righteous, topping up Inquistion when it falls off, and the your usual fillers in between hammers (so, yes, to answer your 3rd question)
Holy Shield
Player choice I guess, but I now hit it manually, but I know what you mean by forgetting about it. Since Word lf Glory has a 20s cool down, I used to macro it to that. If you need to Word of Glory yourself for whatever reason, chances are that you need some form of increase damage reduction as well.
This applies on my DK in a way, I macro my engineer armor glove enchant to Vampiric Blood/Rune Tap, in the effect that if I needed extra healing/health for whatever reason, chances are I need to smooth/reduce my incoming damage a little.
EDIT:
I forgot to add, but if you dump taunt into your initial rotation it'll gaurantee the mob to be glued to you. I did that before the threat bumps/changes, but still do it now as there's always a possibility of your Shield (or my Death/Rune Strike) missing its target and at that split second the DPS could pull ahead of you.
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I'm surprised you found Paladin tanking more difficult! Before Patch 4.0/during 3.5, DKs were the ones struggling with Threat/AOE (from my experience), this turned around gradually and then when I went back to Paladin tanking I found it extremely dull.
DK's threat is significantly higher than the other 2 classes (Druid seems to be equal). If Death Strike criticals I climb up the meter by 300k threat, it's hella fun to suddenly out threat my co-tanks.
I love hearing on vent "uhh, Stig, stop!!!" or something. haha, sometimes I get trigger happy and death strike once or twice more after co-tank taunts, but if both crits I'm sudden 600k+ threat ahead!
EDIT: Rune Strike, which wasn't usable immediately in 3.5/4.0 under Blood Presence, created some problems, and the removed Threat Boost from Icy Touch didn't help things much, hence the struggle.
But yeh otherwise I enjoy the reactiveness of DK tanking.
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