I'm big on lists, can you tell? Here's my current running to-do list for my Death Knight, but first I need your help: leave me a comment to tell me which shirt you think my Death Knight (a troll female) should be sporting. This can include pretty much any of the shirts save for ones I'd have to go into an instance to get, or ones that are sold in Dalaran.
This is, of course, the most serious of serious businesses.
Without further ado, on to the list:
Bags. Death Knights start with four Deathweave Bags, for a total of 48 bag slots. I know I have the netherweave to upgrade that to at least four Netherweave Bags (going from 48 to 64) right off the bat. The mats for Frostweave Bags are a little prohibitive, but if I ask around I might be able to get up to Imbued Netherweave Bags (grand total of 72 slots). This'll actually be one of my only active alts with four bags (the other being my priest). Huh.
Check the Auction House for Death Knight glyphs (note to self: do this before Death Knights are rollable, as prices may shoot through the roof soon). Currently thinking Glyph of Chains of Ice (major), Glyph of Frost Strike (major), Glyph of Blood Tap (minor), Glyph of Death's Embrace (minor), and Glyph of Horn of Winter (minor). That last major slot that I'll gain while leveling can wait.
Give more thought to a build. Definitely know I want to go Frost. Leaning towards something like this.
Find a shirt!
Mail bags and shirt to new Death Knight, whose name I still need to pick (never fear; I have a list).
In theory I could also farm up items for the Light's Hope Chapel repeatable turn-in quests... but I'm just not that concerned about my Death Knight making friends with the Argent Dawn, ya dig?