Alright. Well, first things first--Realms and Factions.
As Alliance, I play in Aerie Peak, which is an Alliance dominated pacific realm (although my guild has people from all over the country and as far away as Egypt). I play on Zul'Jin as Horde. Your realm choice should really come down to two things--What faction you choose (which will generally be determined by what races you like best) and what times you play. If you're playing either very early or very late, you may want to join a US realm, where it's populated when the EU realms wouldn't be. Alternatively, if you're playing in that 2-6 PM zone, an EU realm might be be better. That being said, you can make it work regardless, and there are both upsides and downsides to both (also think about raiding times, but that comes later).
As for classes, there are three primary roles: Tank, Healer and DPS (which I'm sure you already know). Each class has three (or four, in the case of druids) specializations, any of which might fill a particular role. Some classes, like rogues or mages, can only fill the DPS role, while others, like Druids or Paladins, are hybrid and can fill all three. Keep in mind that there are no classes which do not have a DPS spec. If you do choose a class that can only DPS, I recommend grumpy chooses a healing/tanking class, as it makes queue times for dungeons (one of the primary methods of leveling) a LOT shorter. Also for raids. Taking that into account, try out a few classes and find what you like (you can't start dungeons until 15 though, and that's where you really start getting a feel for your classes).
With rogues and hunters, they're a lot of fun. Any class can solo quest, but hunters and rogues are especially good at it. Hunters get a pet which can draw aggro while they attack from range, and they have consistently high DPS (although their rotation can get a little weird, I think). Rogues, on the other hand, can stealth past enemies, and have an arsenal of abilities that let them stun and poison, and remove enemies from combat until they're ready for them. They also have insane burst damage (which is great for questing and dungeon, but can make raids a little more difficult, when you have to keep up a steady stream).