this thread has many decent ideas. Following them will give you a good place to start your paladinhood..
All of my characters have different concepts; however, my paladins all have basic similarities in their design:
Whatever deity it is my character follows, he is slavishly devoted and dedicated to his/her aims and desires. Whatever it is my character's deity demands, he will die defending.
My paladins also are the standard defender of the weak and upholder of the laws... as long as those laws are for the betterment of society. Ex: slavery is, at its core, an evil institution. If it is the law of the land, then he will not outwardly attack those who are slave owners, and he will not help slaves to escape; however, he will assist any slaves who have escaped and will not turn them back to their owners. Good is, obviously, preferred, yet he will not break the laws if he does not agree with them. He will, instead, attempt to get the laws changed.
My paladins will also always defend those who need it, even at the cost of his own life; however, he will not throw his life away thoughtlessly. He will not run aimlessly into a swarm of demons all by himself just because they are there. All of us old timers grew up with the picture "A Paladin In Hell" in the 1ed books. That picture is not reality... unless his diety says so.
It is a personal decision, but my paladins will never use missile weapons. It is not honorable. A foe is to be respected enough to be fought face to face.
Any foe who honestly surrenders and asks for quarter shall be granted it. That foe is also to be guarded and protected as would any other person. If there is a storm, or some other such, and someone knocks on the paladin's door and asks for shelter and protection, they shall be granted such... even if they are evil. The paladin will not leave himself unprotected, and his guest shall be allowed to leave unmolested. If they meet again, he is a foe,not a former protectant.
Imagine someone who is a mix between John Wayne and Fr. Flannigan.