I managed to keep myself entertained over the last couple of days by participating in group quests, zone quest groups, and one instance run through Razorfen Kraul. I was a bit high level to be in RFK, and I ended up tanking (and doing a decent job!) as a result of my damage output. I kept stealing aggro from our warrior, and I was actually able to evade tank some trash mobs and one boss before the group fell apart.
In Stranglethorn Vale I had a fun time assaulting Colonel Kurzen with a pick-up group before I finally gave in and started grinding again. But ah, grinding with a purpose! I went south from Kurzen and farmed Cold Eye Basilisks until one dropped a Cold Basilisk Eye for me. I've gotten good at body pulling in the way Paladins do, but having a trinket that lets me do a ranged pull every few minutes has a lot of value.
Eventually the basilisks yielded not only my trinket but enough experience to push me to level 40. I'd been collecting chain mail pieces for several levels in anticipation of the Great Ding, so I'm fairly well outfitted with chain now. I couldn't find a compelling upgrade for my belt, and the 18 agi on my Triprunner Dungarees still can't be beaten. I'll be in mixed gear for a while, it seems, but the mail upgrades were very welcome.
And the ram! Oh, the ram! Finally I can ride places instead of relying on Aspect of the Cheetah! Distressingly, the ram feels slow since I'm accustomed to my main's epic mount, but the difference is still a relative luxury.
So at 40, I've still not yet hit any major snags, no deep pain points where I wished fervently for a ranged weapon, no point at which I've felt ashamed of my damage or damage taken. I admit, this isn't the normal route to take, but it's worked well so far. Maybe that will change in the future. But honestly, I don't think it will. To whomever may be following along, thanks for reading this far, and I hope you'll be here when I hit 70!