Back when I was introduced to the game I had a great friend who went through the trouble of explaining every class to me. I settled on paladin because the idea of being a righteous paladin was awesome. It also coincidently fit very well with my personality (the class mechanics), I always like to push myself, so having a class that had tools to deal with the inevitable crap hitting the fan was nessassary. Additionally paladin is a class that has alot of utlity, something i also like. To this day I use my bubble, hands of protection and salvation, to help the raid deal with damage intake and the like.
Because a badass priest in shining plate armor that protects, heals, and fights evil with magical powers (light power, still no cool as arcane power, but doesn't matter, as long as it's magical xD), as well as giant hammers is the coolest thing ever.
I have no regrets! Plus in single player rpgs without a class system i like mages in heavy armor xD.