I've got PLD and DRK at 50 and WAR at 60 so I've got a bit of tanking under my belt. For new folks I'd suggest leveling marauder first because it's laughably easy to maintain threat, and holding threat at the lower levels can be an issue for gld/pld. Plus the low level PLD combos are very repetitive and boring. Get your gladiator high enough to cross class provoke, stick it on your marauder, and go to town. I'd level WAR to 50, see how you like it when you unlock all the abilities, and maybe try getting PLD to 50 next to see if you have a clear preference.

For me it's WAR all day not only for the versatility but also because the play style is so much fun. I will eventually get my other two tank jobs to 60 but warrior is really where it's at for me.