Copy Pasta'd from a guide I'm about to put out.
There are several gearing guides for all levels already out here on Tankspot. I highly suggest you look at them:
Best in Slot?! Tanking Gear List Compilation! Gives good suggestions for EHP, Threat, and Avoidance.
Icecrown Citadel Prot Gear List Also another very solid guide that gives options for all 3 different kinds of tanking gear
Are the T10 set bonuses worth it? A breakdown of the T10 set and offset pieces for Icecrown
Anub'Arak Add Tanking Guide How to tank H-Anub25 adds, a VERY good guide that has lead to many a successful Anub kill, including my own guild's.
Cider's Easy 540 Defense Gear Guide Very good beginners guide.
Polar's Easy Pre-Naxx Tank Gear List Another very good beginner's setlist.
C) "East to Get Gear"
There is also a lot of gear that is puggable that you can get some very solid gear from, though not best in slot. If you have a modicum of gear and find similar players, then ToC25 is something that is something that you can probably PuG. Anub might be a little hard for a PuG, but for the most part normal mode is very doable. Any ToC25 gear is very good.
Helm: Helm of Wrath: http://www.wowhead.com/?item=49479 If you can manage to get this, then it will save you badges getting the badge helm. It is a very solid helm that you will use until you upgrade to either the 258 T9 or you get an ICC level helm.
Neck: http://www.wowhead.com/?item=44665 This is the quest neck from Saphiron in naxx. All you have to do is kill Saph and Maly (And you don’t have to clear the wings to do saph any more) and you can get this neck. Gem it with 30 stam and it is a very viable budget neck until you can get ToC25 level stuff.
Shoulders: I recommend trying to get T9 shoulders, even if you only have access to 232 level gear, they are very good.
Cloak: If you have the emblems of frost to spare, the new frost badge cloak is VERY good, might even be best in slot until
hardmodes. Otherwise the platinum mesh cloak from valor badges is a very acceptable cloak until you can get a better one from Ulduar or ToC.
Weapons: Rimefang's Claw - Item - World of Warcraft - Sword
Falric's Wrist-Chopper - Item - World of Warcraft - Axe
Shield: If you have the cash and can’t find a shield you could buy “Northern Barrier.” It’s a BoE Ulduar drop.
Trinkets: Glyph of Indominability, The Black Heart, and Essence of Gossimir are all very easily obtainable trinkets and are also pretty decent. Glyph and The Black Heart will take you far into content
Rings: These are a bit trickier to get good ones, but there is a decent crafted one to start out with: http://www.wowhead.com/?item=42643 And the ring that drops in H-ToC5 is also very good: http://www.wowhead.com/?item=47243 although it doesn’t have any defense on it, so if you are low on defense this may not be an option.
Legs: There aren’t very good choices for budget legs. I’d say go for tier 8 or 9 legs or if you can get them from ToC25 try to grab http://www.wowhead.com/?item=47273. There are also Legs that drop off of kologarn in ulduar that are pretty decent.
Gloves: I’d recommend either T9 gloves or the new frost emblem gloves.
C) Comparing Gear
When gearing for a progression fight, sometimes you might find it hard to decide which piece of gear is better. For that you need to look at the mechanics of the fight(s). But additionally, a good tool to decide which is best is theckHD's N-EH formula, Maintankadin • View topic - "New" EH - incorporating different damage types into EH.