Depends on the role you want to play in the game.
As a Pally you are a defender: Drawing the enemies to attack you and hindering them from smacking your allies. You will have high defenses.
As a Barbarian your a striker: Your a damage dealer, inflicting more damage than your counter parts. Your damage will be good but defenses will be a bit lower than a pally.
As a Warlock your a striker; blasting enemies as you misty step across the battlefield, cursing them and causing havoc. You will have strong range magical attacks but defenses will be weak.
As an Avenger your a striker; Singling out a single enemy that you will engage and inflict holy (unholy) smites against in the name of your god. Your defenses are a little weaker but you deal deadly blows to the enemy you choose retribution upon.
If you notice the trend here, you might be draw to the striker models of playing your PC in combat. The Pally may be more problematic for you because its role is different and if you don't fulfill your role in combat, your allies suffer. On the other hand, it might provide the challenge or role you desire to play. As long as your aware of the role you will play in the party, you will do fine. If you try to play your pally as a striker, you will be sorely disappointed.