There have been some posts and discussions over the few weeks in the WoW blogosphere about the difficulty of gaining enough information on how to improve your character. General consensus seems to be that the game gives you quite enough information on how to gem and enchant your character, but to me this is utter bull. The information is scattered and not concise, and sadly you have to resort to the internet resources.
To be quite honest, the mere basics of a character improvement are pretty easy to come around. To get the talents, glyphs, gems and enchants to at least tolerable level you can use WoW Popular in which you just choose the class, main specification and push button. The listing shows the most popular builds, glyphs and all in a very concise manner and thus gives a solid basic set up for your character. If you are clever enough, you can also see what these suggestions really aim to.
I'd say WoW Popular is the first place to go to just to get the basics right.
After hitting the magical 80, you find yourself grinding for gear and emblems. This is the part where things start to get ugly, as the gear contains so many stats and variables to take into account. Generally you should check Elitist Jerks or a dedicated blog about your class to see the main stats to concentrate on. For some classes MaxDPS gives excellent recaps on both the stats, rotations and specs, but not all. The rotations are a generalisation and you should -no, I should say you MUST- practise the rotations on a dummy to get them right.
To select the right gear or see if this goes above that you can use the MaxDPS's fine gear selection tool, for which you can even restrict the instances or raids you can attend to to see what would be best from that area. On the other hand, if you want to see what you SHOULD have on your character, you should see Gear-Wishlist which just ranks the gear for your character based on its spec: the beauty of this wishlist is that you can see where to acquire the gear, if it's sold or crafted and how it relates to other gear.
Caution should be advised, though. Gear-Wishlist is just dumb ranking system, and some of the suggestions will not endure a real stress test with all classes or specs! Running stuff like Rawr (highly recommended later on!!!) may well show the lack of finesse in the Wishlist ranking, but it's a solid way to build your character upwards.
For normal instances you are ok with the gear you have acquired from questing: in fact, some of the pieces hold as high as the entry raids (which are now defunct as everyone and their cousins are running ICC). Heroic instances require some normal instance gearing, but not much as long as you stay out of Halls of Reflection. To enter raiding you'd most definitely need at least the tier 9 equivalent gear, say almost full set of Emblem of Triumph gear with some random epics from heroics and perhaps that first piece of Emblem of Frost gear you should be able to get after all that daily heroic grind.
And you should put most emphasis as soon as possible in grinding the IC5 man instances: the loot and emblems really make it worth the while.
I hope this helps the newcomers and people with life to get their characters into shape and accepted in PUG raiding and/or guilds raiding. Just check your Gearscore for the nerds out there and be prepared with the strategies.