Noobish Questions (updated frequently)

[Skandranon]

1) Hit 38 and getting sick of stranglethorn vale. I know I should be getting to the scarlet monestary, but I really have no clue how I would as alliance. Where do you base yourself from (is there a small alliance town near the undead capital)? How do you even get to the north continent of the eastern kingdoms? (You don't walk across wetlands... do you?)

Fly to Southshore and run north. The safest and longest way is through Silverpine Forest, following the road. A little less safe but quicker is swimming across Lake Lordamere. The fastest way is to cross through Western Plaguelands and dash through the Horde outpost.

As for getting to the north continent, you do indeed walk across the Wetlands. Explore the northern border of Wetlands sometime.

2) After getting my mount at 40, is there anything I should be saving up for other than skills and equipment?

Not really. Epic mount is at 60, but realistically you'll be 60 for a while before getting it.

3) How frequently should I be updating the dps on my weapons? Every 2 levels? Every 4?

When you feel that you aren't killing things fast enough.

4) Are there any addons that give a timer for the health/mana/energy regeneration pulses? For a rogue, I find that starting combat right before the energy regen is rather important, and I often find myself most effective bouncing from combat to combat counting out the energy pulses.
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Yes. Search around, they aren't hard to find.