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It really is just a matter of personal taste. Protection is fun because it's different than just about anything else, while Retribution can feel similar to other melee classes (especially before Crusader Strike). Luckily there's a fairly steady progression of Ret friendly weapons throughout Azeroth.
Does the cost of constantly reapplying shield spikes to shield upgrades become a problem at any point? For whatever reason all the guides I've seen about leveling protection seem to include a fairly high amount of twinking, but that is probably more due to maximizing speed over absolute necessity.
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