As a Draenei shaman you will be starting in Azuremyst Isle. Draenei start a long distance from most other alliance. The night elves are not really far away, but it takes two boat rides to get to them.
Level 1-10
You are going to want to do the quests available to you from the start. Every level go back to Ammen Vale and get any new ones. You should be getting new quests every level. Around level 5, you should be done with the Ammen Vale and should be moving on to Azure Watch. Continue doing the quests that you can get - you shouldn't run out of quests when you level.
Level 11-15
You should head to The Exodar. The Exodar has some fun quests. Do these, along with finishing up the quests from Azure Watch, and you should be level 15 before you know it. In your teens you can head to Bloodmyst Isle. - 63 -
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Unofficial World of Warcraft Shaman Guide
Level 16-20
Most of your leveling should be in Bloodmyst Isle. It is easier to level here due to the lower concentration of players, which means you are more likely to find quest drops. You won't run across the Horde at all over here, unless it is some high level Horde who is very bored. At your upper teens you might start getting bored, if this happens time to move on. Take the boat to Darkshore. Be level 20 before continuing on to Ashenvale if you on a PvP server for sure. If you want to make the run, or can get a teleport to Stormwind, you can do the dungeon The Deadmines.
Level 21-25
You are going to want to level in Ashenvale at this level. If you are on a PvP server, this will be your first PvP experiences most likely. The zone otherwise is pretty straight forward, and a simple zone to level in quickly. Another good zone to level in at this level is Stonetalon Mountains. With a group, you should be able to do the dungeon Blackfathom Depth.
Level 26-30
At this point, you are going to want to head to where all the alliance hang out. Ashenvale is good for night elves and Draenei for a little while, but seeing Horde all the time can get old. Your best bet is to head to Darkshore and take the boat to Wetlands. Most of the quests in Wetlands are going to be lower level than you, but that means quick easy experience. You can risk a run through Arathi Highlands and get to Hillsbrad if you want more PvP action around your level while leveling. Your other option is a long run to Ironforge. You then want to jump on the tram to Stormwind, then run through Elwynn Forest into Duskwood. Duskwood is a good zone to level in, but it is a long run for a Draenei. If you do get to Stormwind, The Stockades in Stormwind is a good dungeon to try out.
Level 31-35
If you want more PvP action continue through Duskwood into Strangethorn Vale. A quieter zone for leveling is Arathi Highlands in between Wetlands and Hillsbrad. This zone has plenty of quests to keep you

occupied, and will still have some Horde run ins. You can start doing Gnomeregan out of Dun Morogh in your upper 20's and through 35. It is a good dungeon to run around in.
Level 36-40
Head back to Ironforge, and go through Dun Morogh and Loch Mordan to get to Badlands. This zone is pretty quiet and allows for solid leveling. Scarlet Monastery is the dungeon for this level. If you want to go back to Kalimdor, go through Wetlands and catch a boat to Dustwallow Marsh. This is another zone that is great for leveling. Be careful though, because it is hard to see very far in the marsh.