The usual first - weapon (enhancement bonus first, holy, grayflame and/or vicious next priority), belt of giant's strength, headband of (adjective) charisma, armor (enhancement bonus), cloak of resistance/amulet of natural armor/ring of deflection.
In paladin-specific items you might want merciful vambraces or bracers of the avenging knight.
It's possible your character might want a means of emergency flight or something like that.
All told you're unlikely to be able to afford all of these to the level you want them at any time soon.
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Basically as avr posted above. Some other suggestions:
I'd go for bracers of the merciful knight if youre melee, though those are really expensive. Eyes of the eagle for perception assuming you are trying to keep this skill high. Swarmbane clasp as an emergency backup neck slot in case you meet swarms. If they are available, buy the parhfinder chronicles volumes which boost diplomacy and perception. If you fancy yourself a tank then lesser rod of reach for use with the Shield Other spell.
Personally I'm an apologist for Crystal of Healing Hands despite it being horribly cost ineffective gp-to-hp (with wands of Cure Light Wounds being he bench mark for low cost healing). It (in theory) gives you a spare charge of lay on hands that can be passed to anyone in the party. The important part is that it applies mercies to the target, so if you know you're fighting things say inflict the shaken status effect, an ally could cleanse themselves of the debuff w/o you running over to them and using LoHs.
Market Price: 12k gp
Amulet of the Righteous Fist is flavorful if you're a melee character.
Market Price: 4k gp
And Lastly Matyr's Tear (slotless!), Which lets you have 18 spare HP floating around for you or your allies. Again poor gp-to-hp ratios, but nothing is going just flat increase your total HP like this item kind of does.
Market Price: 6k gp
Otherwise Avr's post is gold, most items there are go-to's for martial characters in general.