Art, if you follow the quest paths, you will find things to be on average a little soft for your level, and by the time you finish all the quest chains in a given zone, you'll be a couple levels higher than the minimum starting point for the next zone. (Which is kinda weird... but better than it used to be, when you'd finish all the quests and then have to grind it out to get tough enough for the next zone.)
Basically it's designed to gently guide you through. If you want things to feel more challenging, look up the level range for one of the higher zones and bop over to it when you're a bit underpowered. Things 2-3 levels higher should provide a decent challenge especially if you try fighting a lot of them at once.
You can also try PVP. PVP is way crazier and tougher. Also, it doesn't provide XP, which is a good thing because you can do lots of it without leveling past the quests. One thing I wish you could do in WoW is shut off or throttle XP gains in dungeons.
This is also a downside of being on a PvE or "care bear" server. On the world PVP servers griefing or ganking can sometimes be a problem, but for the most part I think it's pretty fun and adds to the tension a bit.
Edit: And in late breaking news, Pumpkin is in for GenCon! YEAHHH! Haven't heard if GWAR is gonna make it this year or not.