Yeah, I had an aasimar paladin. You want fighter, templar and divine champion as supplements. If you like mounts, get some levels of windrider because paladin mounts don't even come close. Just take knowledge (nature) cross class and you'll qualify for windrider by level 5. You need 12 int minimum for the skill points, 14 is better. I only had 7 int so I couldn't go windrider which requires 20 pts of skills.
Get 3 levels of paladin and get out because paladins get a lot early and then not much else. 2 levels of fighter gives 2 feats, 4 levels of champion gives 2 feats, 4 levels of templar gives 2 feats (but costs 1), 3 levels of windrider gives 1 feat. Get divine shield. Divine might is ok but maxing out shield is better, IMHO. Given the choice between 4th level of paladin, 3rd level of fighter, 5th level of templar, 4th level of windrider and 5th level of champion, the only one that gives any new abilities is the 5th level of champion. After that its pretty much the same. You might want to start a new class at that point but I don't have any suggestion as to which one at the moment. With a wis of 14 you get 3 bonus 1st and 2 bonus 2nd level spells. Windrider gets heal mount as a 3rd level spell so you want at least 13 wis if you go that route but you can always get a wis boost item later.