Lag deaths, spear cats, shamans, Abyss Knights (fighter mages?), lightning enchanted bosses, lag, loss of money from stash upon death (what, do they walk into town to rob you? Maybe they dig a hole under the town and drill into your stash chest :}). Hmm, think that about covers it for now.
I like to think of this as the Fourth Prime Evil. It tends to kill me and many others many more times than the other three. If only we could find this one's soulstone in the game...
Well, at the top of this list is Thorns :} Unless you mean in general and not just D2; then I have to say Tolkien :} Others include: Frostburns, Scythes, a lagless game (of course), pizza and fajitas, Dr. Pepper and CocaCola :} Root Beer and Cream Soda (preferably A&W variety :}) are enjoyed as well, but less often.
This is a fun venture into D2, and even more so with lag. I attempt this only on Single Player because the whole game will lag that way, not just me. I suggest it for those who like the challenge of trying to stay alive, but if your comp is lagged badly don't try it on bnet. That's suicide :}
I salute these guys. These guys are looking for a challenge by focusing on the one thing mage-type classes do not typically use: strength and power. By focusing on melee type weapons like swords and axes, these guys are putting themselves in a position almost as bad as a standard melee character (assuming they still use magic. If these guys are using absolutely no magic, i.e. no fireballs or poison nova, then I really salute them :}) As long as they do not feel being a melee mage should be easy, I have no problems with this type of player.
These guys, to the best of my knowledge, do not exist in a legit game, at least not in anything Blizzard has made. This is because to be anywhere near competing on the magic level with standard magic using characters (Sorceresses etc.) he/she would have to have large amounts of mana and the ability to learn spells to high levels. Even with these things guaranteed they would be lacking casting speed. And especially in Diablo 2, there are few "spells" any of the melee characters can learn that would compare to that of the mages classes. The only one that comes to mind is the Paladin's Fist of the Heavens, but that takes large amounts of mana, does only lightning damage (excluding the holy bolts since they hurt only undead), is learned late, and can hardly compare to skills learned by the sorceress much sooner. Basically, it's not too feasible to try and be a Mage Warrior.
Here, I've compiled my suggestions for what skills a Paladin should focus on. This is how my Paladins are typically played and it works well for me, despite my horrible lag. Also, I tend to be in games alone or as the only Paladin there, so while I find some auras very useful and others practically useless, those of you who are in Multiplayer games and with other Paladins more often may find that you can make use of some auras I avoid.
These are my most often used attacks. Not enough good can be said about Charge. You get both a damage and to hit boost, both whether you have mana or not. I have invested 3-5 on both my Paladins, and will invest more. It's great for closing in on those annoying Spear Cats and Abyss Knights, and may even take out those Shamans in one hit. Vengeance is good, but it's mana cost goes up with each point you put in. Since it does all 3 types of elemental damage it's always a good weapon to use. If you aren't totally surrounded, then this is a useful weapon. However, if you are totally surrounded, I suggest using Zeal. You get an extra hit in for every skill lvl, it attacks multiple targets, and you get an AR bonus as well. However, if you put more than about 4-5 points in you are asking for trouble. You cannot move or escape while you are attacking, so be careful using this skill.
These are the Cold, Lightning, and Fire Resist auras you can get fairly early. You do not need the Single resist Auras to get any other moves, so unless you absolutely can't make it to lvl 30 without one or any of these don't bother wasting the skill points. At lvl 30 you will be able to get Salvation, which will give you the same amount of resist as the Single Auras, only you get all three at the same time.
I don't use Smite too often, but if you choose to, then I would also invest in Holy Shield. Smite knocks back your enemy, does damage, and stuns the enemy for a certain number of seconds, depending on skill level. This is good if you have a guy in a corner. You can keep hitting him for only 2 mana and he'll be perpetually stunned. So how does Holy Shield fit into this? Well, I stumbled across this one day. Of course, Holy Shield increases the defense of your shield, and that's what I was using it for, but I happened to look at the smite damage for my shield and I noticed it also goes up! I believe the tower shield I was using went up to 6-13 smite damage, if that gives any idea of the benefits. Alone I would suggest Holy Shield anyway because of the defense benefits.
The "Holy" skills I'm referring to do damage mostly, if not solely, to the undead. These are Holy Bolt, Sanctuary, Fist of the Heavens, and Blessed Hammer. Holy Bolt is a fun skill to use :} It's one of the Paladin's few ranged attacks, plus it heals allies, which is very useful if you have a low lvl Prayer. Sanctuary is good if you have a few points in it to keep those annoying melee undead away. It will knock them back and do damage, but unless you have Holy Bolt or FotH this will take a long time to kill them. A few points are good but probably not more than 5. Fist of the Heavens (eventually) does a fair amount of damage, and it is ranged, so this is great against those guys you just can't get close to or don't dare get close to. It also releases Holy Bolts, so against Undead it's pretty nice too. Just make sure you have the mana to use it. Blessed Hammer, in my opinion, is all but totally useless. Don't put too many points in this, because it's only useful if you're totally surrounded, since it spirals around you. For all the good this does you'd be better off using Zeal. Conversion, on the other hand, is a very fun and useful skill. The more guys you can get on your side means the fewer guys you have to deal with at the moment. The converts will fight for you for a certain number of seconds or until they die, whichever comes first. A good aura to use in cases where conversion is used is Thorns. If you have a lot of guys surrounding you and you convert a few, many of the guys are going to go after the converts, and once Thorns is on they'll either kill themselves or the converts, thus making your job much, much easier.
This category is only includes skills I haven't already mentioned. First comes Sacrifice. This is a nice skill, but I have shied away from it because I do not have a life-stealing weapon. If you can get a nice weapon and have at least 8%l life-steal to counteract the damage then I would use this for circumstances in which you are fighting bosses or small groups. Prayer at higher lvls or Redemption may be a good aura to have going as well. Prayer is good, but I didn't invest too heavily. If you have a few minutes, no bodies around, and would like to avoid going to town just flip this on and you'll heal at the cost of mana. I would not suggest investing too many points in skills such as Holy Fire, Holy Shock, or Holy Freeze. Of these three I've only used Holy Freeze since Act 1 Normal. There's also Blessed Aim, Might, Concentration, Fanaticism, Conviction, and Defiance. Don't bother investing more than 1 point in Might, because Concentration is much better. Fanaticism is good for increasing speed, but after a few points it becomes pointless to add more. It adds AR, but if you need AR more than speed go with Blessed Aim. I don't find Defiance very useful, because I expect to get hit a lot no matter how high my defense is. Conviction is also an aura I don't use much, but I'm sure it is useful in Multiplayer games and against enemies with high resist.
These are auras I tend to find a use for in almost every game I play. They are Thorns, Vigor, Cleansing, Meditation, and Redemption. Thorns is pretty much a must-have for every Paladin. This aura only gets better as you add points, so add until you decide you've added enough. But, you can't really complain too much if every guy around you hits you once and ends up dead :} Vigor is good for covering those long stretches from Town or the waypoint to where you last made a kill, or maybe where you died. If you tend to forget to buy more town portals before you run out, you'll be pleased to know that even as little as one point is a big help :} Don't invest too many points, because unless you tend to run more than you fight (in which case you should take a step down into a lower difficulty) you won't need a whole lot added here. As for Cleansing, I don't really use this one a lot, but it's too useful to be thrown in the "Skills Used Little" section. It reduces poison and curse length, which means this is a good skill for both Act 2 and Act 4. It's much cheaper than buying several antidote potions and saves more room as well. Meditation is great if you tend to run low on mana or have problems finding such potions. It increases the mana recovery rate, which also makes it useful in groups with Necros and Sorceresses. Redemption is the second most useful aura, next to Thorns. Add a few points, and you will reduce your need to buy healing potions. Need Mana? Can't wait for Meditation? Just use Redemption. It will reduce the number of dead bodies on the screen, possibly speeding up your game, and heal you at the same time. No other aura offers that dual benefit :}
Keep in mind that auras are not passive skills. You must activate them to use them. This gives the Paladin a disadvantage compared to melee chars such as the Barbarian, who can boost resists, defense, stamina, and damage all passively, not to mention find potions and magic items "slightly" easier, and also the mage classes, who can boost the strength of their spells passively. However, this is why the Auras are so good. It is also why the Paladin is a fun and challenging character to play. Of all the Auras, I would suggest keeping Thorns, Redemption, and Salvation hot-keyed, as they will be used the most in your Quest. I wish all Paladins good luck and good hunting. Do not lose hope, and most importantly, have fun :}