"Fun" is whatever you enjoy playing.
Primarily martial character suffer less from multiclassing than primarily arcane or divine classes. However, classes that depend heavily on class abilities like paladins suffer more from multiclassing than more mundane martial classes.
Whenever weighing multiclassing, you just have to ask yourself if what you gain is better than what you lose.
Or... throw caution to the four winds and go for it. You can have fun without being "fully optimised". Yes, really.
My rule of thumb is "Do I have something specific that I want to accomplish by multi-classing?" If no, then don't multi-class.
Multi-classing can help to accomplish an idea, but I think it rarely helps to increase the overall power of a character in the long run. So from an optimization standpoint it is generally not a good idea. All Pathfinder base classes benefit from more levels in their class because they all have class features that get better with more levels.
As Wheldrake says though, "fun" is whatever you enjoy.
As for advice on how to build...
While people talk about archer paladins, I think that the paladin has trouble with archery due to a lack of feats. (Although I swear I think there was a paladin archetype that traded spell casting for getting bonus feats like a fighter).
Archery is a great combat style, and will give you a decent damage output even if you can't use Smite Evil on a target. Something I feel Paladins often have trouble with, is dealing significant damage while not Smiting.
I would suggest what Claxon says about Multi-classing.
If your dead set on Dipping.
Paladin 2/Dawnflower Dervish (or as on D20 Dervish of Dawn) Bard X
or
Dawnflower Dervish 1/Paladin X
You should look into VMCing as well
I personally Love the Idea of a Paladin VMC Cav Order of the Stars. Boosts the s!%# out of your LoH and channel abilities, gives you both Smite AND Challenge. You can be a boss killer by doing both on them or Save challenges for non evil foes. You also gain a Teamwork feat that is sharable with your Team mates. Your saves will be freaking great. Only issue is losing feats. But that is why I like STR builds. Power attack and your set.
My Personal Build is a Human Hospitalier Paladin vmc Cav. I take Fey Foundling and Power attack Level 1. then at 5 you take Greater Mercy, At 9 you grab Improved Critical (High critical weapon..crit your smites/challenges..pair with Bless weapon for auto confirmed criticals), at 13 you grab Ultimate Mercy. This build has Both Offense and Healing covered. Bonus points for Picking up Dangerously Curious trait for UMD skill and using Scrolls/Wands to layer your defenses.
My rule of thumb is "Do I have something specific that I want to accomplish by multi-classing?" If no, then don't multi-class.
Multi-classing can help to accomplish an idea, but I think it rarely helps to increase the overall power of a character in the long run. So from an optimization standpoint it is generally not a good idea. All Pathfinder base classes benefit from more levels in their class because they all have class features that get better with more levels.
As Wheldrake says though, "fun" is whatever you enjoy.
As for advice on how to build...
While people talk about archer paladins, I think that the paladin has trouble with archery due to a lack of feats. (Although I swear I think there was a paladin archetype that traded spell casting for getting bonus feats like a fighter).
Archery is a great combat style, and will give you a decent damage output even if you can't use Smite Evil on a target. Something I feel Paladins often have trouble with, is dealing significant damage while not Smiting.
There's the Divine Hunter paladin that gets precise shot for free. and Tempered Champion that gets to choose from a list of fighter feats lv4 and every 4 instead of getting spells.
I believe I was thinking of tempered champion, but yeah it only gets to choose from a short list of feats. Which aren't great for trying to make an archer.