Advice for gem please.

[Montiele]

Which gem I should use for protection paladin?
Red?
Blue?
Yellow?

[Nikachelle]

We need a lot more info than that. Link us your armory and tell us what kind of content you're raiding please.

[econ21]

Have a look at Digren's guide:

viewtopic.php?f=3&t=29733

Starting off, I agree with Digren and would tend to match socket bonuses and go for things with mastery:

Yellow/prismatic - mastery
Blue - mastery/stamina
Red - mastery/parry

As you get better gear and reach 102.4% combat table coverage, most people start to regem to stamina.

There's a case for ignoring socket bonuses when stacking stamina - theckhd has posted some useful information about the trade-offs:

viewtopic.php?f=3&t=32711

For PvP, it's a whole other ball game. For casual BGs, I go for strength to help kill stuff, but dedicated flag carriers in rated BGs etc would go resilience.