I've got an article up today on Paladin Schmaladin on how to run Heroics as a Paladin Tank and not go OOM constantly. You can read the full article here: http://ferarro.blogspot.com/2010/03/how-to-stop-going-oom-as-paladin-tank.html
The cliff notes version goes something like this:
Blessing of Sanctuary will be responsible regenerating over half the mana you'll get back during a Heroic.
1. Use Blessing of Sanctuary
2. Use Seal of Command
3. Use Retribution Aura if your healer can keep up
4. Use a set of gear that reaches the Block Cap (Dodge+Parry+Block+Miss = 101.6%) The Block Cap is actually 102.4% for raids, but you only need 101.6% for Heroics. Here's a handy dandy little macro you can use to check the block cap
/script dr=function(x)return 1/(1/16+0.9560/x)end;DEFAULT_CHAT_FRAME:AddMessage("Need 102.4 combat table coverage. Currently at: "..string.format("%.2f", GetDodgeChance()+GetBlockChance()+GetParryChance()+5+dr(GetCombatRating(CR_DEFENSE_SKILL)/122.962)))
5. Don't use Consecrate unless you are at 75% or more mana.
6. Taunt often. If it ain't attacking your sorry plated behind, taunt it.
7. Keep Divine Plea on cooldown
8. Move on to the next pack once the last mob in your current pack is at about 30% health. But make sure you check that your healer still is in range and has mana before you pull. Divine Plea is falling off is not going to hurt nearly as much as you think.
9. Judge everything with wisdom.
For Paladin Tanks with plenty of gold - 10. Stop looting. The only stuff you loot is greys anyway and you don't need the money.
For Paladin Tanks still needing gold - 10. Use good old Mana Pots!