I'd suggest not being grouped. Then have the lower level player 'tag' the mob e.g. by putting an instant cast on them or a DOT. Once that starts doing damage, the nameplate of the mob will turn grey for the higher level player. At this point the lower level will be the one who'll be credited with the XP for the kill, Now have the higher level AoE them down. That way there should be no XP penalty and fast kills.
I'm sure I remember people using this approach to get the fastest time to the level cap, by tagging things and having an army of friends / guild members burning them down. Link to a discussion of this: http://dwarfpriest.com/2008/04/30/mythbusting-1-70-in-a-day/
On March 19th, the German player Tosog
broke all of Athene’s supposed
records. He reached 70 in 1 day 4
hours and 20 minutes (video here of
him hitting 70).
He admitted to being boosted by other
players to reach 70 so quickly (he had
higher level players (not grouped with
him) kill off mobs he tagged). This
was a respectable coordinated effort
between multiple players.
It was considered a borderline exploit in the 'fastest to the cap' race I think.
Reading this as 'how do i evaluate my damage', weapon dps ratings don't really matter, nor does what the weapon hits for individually. Its what you do in a particular fight consistently.
For this you need some sort of a damage meter such as recap or skada, or if you really care to get into it worldoflogs client.
Another issue is that if you are stunlocking, kicking or otherwise supporting a group, that should be noted and those fights removed from your trends.
So if you are doing Sm Armory in a group, and on all the trash elites you are pulling 120dps, with 98% attendance, 12% miss rate, etc. I would say thats pretty good, likely your getting a buff or two from your group as well. That's what I would expect from a one button single target macro mage.
If your significantly lower than that, I would suspect your rotation priority are to blame, also new rogues have a problem baning their combo points for killing blows that get stolen by other characters in a group, or they don't know how to deal with large health pools on mobs so the build up combo points and then unload damage, forgetting things like slice and dice, bleed, and so forth.
If you suspect you are leaving combo points on dead mobs, there are addons to tell you that. If you consistently have 4 or 5 combo points left on a mob, you need to revisit your style.
Best Answer
Yes. You can buy items from shop. While in Stormwind you can press 'm' to show map and then select to show you vendors. If you are looking for Heavy Armor, which I think you do, you can check the Stormwind Heavy Armor Vendor.
However, at your level it's not likely to find better armor in shops than what you get from completing quests(until later when you will have faction vendors). Also, you might check out the Stormwind auction house where you might find some good stuff.
From level 15, some of the best gear you can get, will be looted from dungeons (try RDF).
Other than this, most likely you will find Blacksmiting a very good profession for your Warrior. Professions help you a lot to gear up to lvl 85. Hope this helps in a way. If you have any other questions feel free to ask.
PS: You seem new to WOW so maybe try some of the guides out there, they really help a lot.