Gems:
There are realistically only 4 kinds of gems and one meta you should consider using as a tank. At extremely low levels of gear it may be necessary to gem pure defense, or switch your meta for lack of the softcap. Dictating what socket bonus is worth meeting varies on a fight-by-fight basis and also largely plays into your tanking style. You'll normally default to this template.
Red socket, bonus worth meeting:
shifting dreadstone,
regal dreadstone
Yellow socket, bonus worth meeting:
enduring eye of zul
Blue socket or any socket without a worthwhile bonus:
solid majestic zircon
Meta:
austere earthseige diamond
There is currently some debate for agi vs dodge gemming. The short version is that dodge will still provide the highest amount of avoidance for a red socket but agi will come close, as well as provide small amounts of EH via armor and a
very small amount of threat via crit. Agility really starts to pay off at high levels of gear when the avoidance gain for either stat is diminished, but the secondary benefits of agility remain the same.