First off, a threat meter -
Omen is the most obvious choice, but there are loads of threat meter addons out there, some more minimal than others. You can find a lot of threat meters in
this section, as well as some other addons that might sound appealing.
Secondly, a boss mod, if you don't already have one. Both
Deadly Boss Mods and
BigWigs are excellent choices.
Since you're a paladin, you may want to try out
PallyPower, it's a nice tool to assist you with buffing in raids.
Some sort of cooldown tracker to help you with your rotation might be welcomed - something as simple as
OmniCC could do the trick, but if you want more options/customization, you might want to try
CoolLine,
ClassTimer,
Power Auras,
NeedToKnow etc. Of course, it all depends on your playstyle. You can use some of these mods to track important buffs and debuffs as well.
Maybe something like
TankPoints or
RatingBuster to help you with gear choices.
If a complete UI package is what you're after, I find
ALZA UI to be well suited for a tank, but might need some tweaking (last time I checked, the paladin section in sFilter was lacking, but it can be modified if you know a bit of lua). You can also inspire yourself from his layout and build a UI yourself.
I confess I haven't tanked anything higher than Sunken Temple on my pally, but I find the UI requirements for a tank to be pretty slim. Generally, you could take a DPS UI and get away with it.