How do 'you' level?

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So, I'm trucking happily along dinging levels. I'm curious, though, how do you level? There are so many ways.

Part of me wants to go through the quests one by one, reading the quest text and becoming immersed in the lore; but then I remember that I don't have YEARS to level. I feel that would be better left for a max-level side thing to enjoy.

Part of me wants to level in BGs and learn the intricacies of PvP; but then I remember that I don't have a lot of gold or gear and you're not really given anything to help in PvP as you level.

Part of me wants to use Zygor and just power grind through the quests, going from zone to zone as soon as I reach the appropriate level; but then I remember that I'd actually like to enjoy the quests eventually.

So, here I am, doing random dungeon queues and hunting people in world PvP. I don't do the quests in the dungeons, because I'd rather come back and enjoy the quests instead of trying to complete them in the typical LFD speed run style.

I'm getting XP pretty quickly, but I'd like to hear how you level. What are your thoughts on it? What's the best way for a new player to experience the game?
PvP is probably the slowest. Questing while waiting in the queue for dungeons is the fastest if you're a DPS, though if you're a tank or healer you can just chain-queue because it's not a long wait time.

Zygor guides aren't worth the money. If you seriously need one of those guides to level in this game, you need to play something else. You can grind out quests on your own and at your own rate. Leveling is very easy so you'll hit the level cap faster than you realize.
I am assuming this is your first toon. In this case I strongly advise to level slowly. Don't rush it. If you have done more than half of available quests in a zone, finish them all or you are going to miss the ending. I would say it is better to be in a very low level guild so you don't get bonus xp make content easier faster (and boring). The leveling experience is a one time life experience so enjoy it the most you can because next time it wont be as fun. Next time (if you ever decide to level another toon) you rush it.
Zygor guides are not worth it these days. Any time you would spend reading the guide is better spent just clicking on the nearest questgiver and doing what the quest says.
I do a combination of all three, usually, just to learn how the class works in all sorts of situations. I quest and/or dungeon until I'm in the upper levels of a PvP bracket, and then PvP for a level, usually. (Like I'll do dungeons from 30-34, and then PvP for most of level 34. Rinse repeat.)
Powergrinding Dungeons ;)
I've always leveled almost exclusively by questing, doing dungeons only when quests led me there or my guildmates were putting together a guild group for a dungeon run. And, if it's your first toon, I also highly recommend taking your time. WoW is an RPG; you're meant to immerse yourself in the lore! And for the record, it took me about two years to get my first toon to max level (back when 80 was the max). I was probably one of the last in our guild who was at 80 when Cata came out to reach 85, and I'll probably be one of the last of our 85's to reach 90. And I have no problem with it, because I'm thoroughly enjoying taking my time and seeing all the new expansion has to offer on the way up.
While I'm not a lore fanatic, I enjoy the story enough that I prefer quests for leveling - reading the questgiver's text, then going out and doing a good job. I'm actually a little bummed because I dinged 90 this weekend without having even entered half of Pandaria's zones.

Reason for the out-leveling was that I was constantly queuing for 5-mans while leveling.

But I do love dungeons, so I'm not too upset.

PvP leveling would probably frustrate me to the point of starting my computer on fire after an hour. When I started play again this summer, I had destroyed my gear, so to "gear up", I did battlegrounds for honor to convert to JP -- I'd never been so annoyed by the world as when I spent a weekend in battlegrounds.
I mostly quest. I have an extremely good memory for quests so every time i level a character I can do it a lot faster because i know what I'm looking for and the best way to do it efficiently. I also do every dungeon at least once for the quests.

A lot of people say that dungeon grinding, at least at low levels, is the fastest but I don't think that's true unless you're grouping with friends. Doing random dungeons with random people can end up going well and quickly but it can just as easily end up taking 3-4 times as long as it should and giving you a lot less experience than you could have gotten while questing.
A combination of questing while being queued for dungeons, then doing dungeons when they pop and going back to questing once you're done, is usually the fastest unless the dungeon group takes quite a long while.
I go to Silverpine Forest and beat up the Gilneas Liberation Front. I mean, I do quests. :p The NPCs give me lots of silver and 900 experience points. Wow. I even found some nice armor near the Forsaken Rear Guard.

Ok, I need to get ready for lunch. Later Oh, that reminds me, I need to learn cooking.
I do almost totally the quests and a few dailies. Don't much care for multi-player action so avoid Dungeons, Raids, and PvP. Gathering gives me a fair amount of Exp also.
I stink at alts, but on my highest level one I've done it mainly through solo questing with the occasional random dungeon. I still haven't made my way through all the revamped leveling zones for Cataclysm, so I've been reading the quests, and actually not wearing heirlooms because I don't want to out-level the zones too quickly. I'm also more or less trying to do different zones than I did on Amandalynn to make the leveling experience as different as I can. I occasionally spec for healing and do a random dungeon so I get comfortable with using her as a healer, because the idea was to have something that could heal at end-game. Of course, at the rate she's going by the time she reaches level 90 we'll be in 7th or 8th expansion :p.

Once she reaches Outland I'll deck her out in heirlooms so I can blow through the content quickly, since I've already seen and done all the BC/Wrath/Cata quests.
I quest here and there. Then, depending on what I'm pursuing, I either go dungeon at 15 or bg at 25-30ish. My sister will then get on her main now and again and speed run me through dungeons when I need gear for a bg or don't feel like queueing.

Also, I'm an alt-aholic. So I just go with whatever fits my mood.
If this is your first ever - don't rush it.

Here's the main reason -

Money. Your first character is always going to be starved for gold - because he doesn't have other high level characters you can use to mail money to him. So doing a lot of quests is a good way to build up a bankroll.

Just don't spend too much time in the Auction House with this one. Leveling really doesn't take that long - even when you stop to smell the roses, if you want my opinion.

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