Currently, after hitting 85 there is not much you can do for gear except either A) Grind instances for pve gear and possibly pvp gear or B) Farm or buy the mats for the crafted pvp set and farm heroics for an early weapon and offset pieces for the coming arena season. Following the following steps will allow you to fully capitalize on option B and be as prepared as possible for the first arena season of World of Warcraft: Cataclysm.
The Crafted Gear over Dungeon Gear
For starters, this is currently the only level 85 gear that has any resil on it, and serves as a more realistic template on what a ret pally will be building their character around for the remainder of Season 9. The crafted gear will also offer that edge that each player is looking to get over their opponents for at least the first half a week of the season; In pvp, every little bit helps. The crafted gear’s itemization matches up the best with the Season 9 gear, and will allow players to have a smoother transition to the honor/conquest gear. I.E. not losing to much hit, crit, str, etc.
The Crafted Gear and Mats to make it
[Bloodied Pyrium Belt]
[Bloodied Pyrium Boots]
[Bloodied Pyrium Bracers]
[Bloodied Pyrium Breastplate]
[Bloodied Pyrium Gauntlets]
[Bloodied Pyrium Helm]
[Bloodied Pyrium Legguards]
[Bloodied Pyrium Shoulders]
97x [Elementium Bar] 80x [Volatile Fire]
The Recipes themselves cost ore, so you want to find a blacksmith who already has the recipes.
What do I do after I get all my gear?
The first thing you should do after you have gotten your crafted gear is to make sure you are honor capped. Once the season hits you will be able to buy 2-3 pieces depending on what you buy. Keep in mind that the honor gear will replace everything you currently have, but now that you have all your main-set crafted pieces you can start replacing the offset pieces that you were not able to craft. Such as your neck/rings/back/2ed trinket.
After you are honor capped you should begin to farm for your 2nd ring, 2nd trinket and a starter weapon.
Where do I get the non-crafted items?
The best starter weapon for a ret paladin is going to be the [Whitefin Axe] from Throne of the Tides (Heroic). Most other heroic weapons have expertise on them with the crit, which is not as important for ret as it is for other classes, such as warriors. If you are specced correctly then this axe is best prioritized for you, and is slower than the sword from The Crucible of Carnage which you are probably using.
If you just can not get this weapon to drop I suggest farming Hellscream’s Reach reputation to get the [Blade of the Fearless]. This is Tol Barad rep for you Alliance out there, who have an equivalent weapon.
Your 2nd ring will come from Reputation with Therazane (Deepholm). After you hit revered with this faction you will be able to purchase [Gorsik's Band of Shattering].
As for your 2nd trinket, if you get Gorsik’s Band as your 2nd ring you are going to be needing some hit. This is assuming that you have already bought 2 of your hit off-pieces. Also in Throne of the Tides(Heroic) is [Might of the Ocean], this makes an optimal 2ed trinket because you can reforge for more crit or haste depending on what you want more of. After reforging you will come out a little above 5% hit, the theoretical cap for PvP.
If you feel uncomfortable with the hit, another trinket I would suggest is the [Heart of Solace].
What about my relic!?
Luckily, I have not forgotten about the ever important relic. Or what is now an extra piece of stat gear. You will also find your relic inside Throne of The Tides(Heroic). [Conch of Thundering Waves]. This relic should cap out your hit, allowing you to get one of the crit off-pieces instead of the hit and putting you just a little but above 5%, maybe towards 6%.(Assuming you went with the hit trinket)
After you have gotten your ideal set of gear, the next step is to sit tight and wait for Season 9 to roll around so you can use this advantage you now have and get ahead this first week so you can amass points the 2nd week and hopefully finish your epic set out, or at least your off pieces.
I would spend your initial 4k honor on the off-pieces which you do not already have. I would get [Bloodthirsty Gladiator's Medallion of Tenacity] for the extra resil, you are going to need it as a Ret Paladin.
I would also get 2 hit off-pieces [Bloodthirsty Gladiator's Signet of Accuracy], and [Bloodthirsty Gladiator's Choker of Accuracy].
From here on you should be re-grinding your honor and finishing your off-pieces. You should have capped out hit so you should be getting crit/haste. If you can you want to get the crit off-pieces where you can and reforge haste to crit. This way you keep some haste (5-7%) and shave around ~.34 seconds off your Crusader strike while keeping your crit up,
Holy and Prot Gearing (Mainset)
If you are a holy or prot Paladin and you find yourself reading this article, than have no fear. You were not completely forgotten about. If you plan on PvPing as prot this season or it least to start out as than your gearing is going to look very similar to Ret’s. The only difference between prot and ret is that you will be using a sword and shield as opposed to a two-hander. There are a few good one-handed swords that drop out of Deadmines(Heroic) that would be good for prot, the best being [Buzz Saw] and a shield from Blackrock Caverns(heroic), [Shield of the Iron Maiden].
As for holy, your mainset pieces are going to come from a Blacksmith as well. The set is called the Ornate Pyrium set. You can find these pieces at your local blacksmith.
[Ornate Pyrium Helm]
[Ornate Pyrium Legguards]
[Ornate Pyrium Shoulders]
[Ornate Pyrium Boots]
[Ornate Pyrium Belt]
[Ornate Pyrium Gauntlets]
[Ornate Pyrium Bracers]
cost: 97x [Elementium Bar] 80x[Volatile Water]