I rolled a Death Knight on Ashuntrah's server, Kirin Tor, a few weeks ago. I leveled through the DK starting zone to 58 and then went to Outland and got her up to 60.
I have to say this is possibly the creepiest and most distressing experience I've had in WoW. Death Knights start out as servants of the Lich King, and you have to go around murdering unarmed civilians who are cowering in their homes and the streets of their towns, shaking like leaves as they plead with you to spare them because they have children to take care of. And the cowering animations are really convincing, too.
I suppose some people may enjoy playing the bad guy once in a while, but for me this was really awful. I have been discouraged lately about the very slow progress of recovering my health, and I play WoW to escape from these feelings, but I have to say that being an entry-level DK was a really rotten escape! I was never quite in tears, but I got close.
OTOH, I appreciated starting out at level 55. The four 12-slot Deathweave bags and the First Aid skills were also nice. It didn't take long to reach level 60 and be able to fly. Ashuntrah very generously loaned me enough gold to get Expert riding and a Flight Master's License, which makes it a lot easier to get around for questing, profession leveling, and my technique of gold farming by recipe reselling.
The programmed dramatic sequence at the end of the Death Knight starting zone redeems your character somewhat, and it was reasonably entertaining. But the whole DK starting experience left me with a fairly unpleasant association with that character, and it's taking some time for it to fade.
Before Ashuntrah explained the way rolling a DK works to me, I was not aware of the fact that once you've reached level 55 on any server, you can roll a DK on any of five servers.
Had I realized this, I might have rolled one on Zul'jin instead of slogging through from level 1. Unfortunately I lost momentum at about level 23. This happened on Proudmoore too, and I've "mothballed" my characters on both servers for now. I seem to stay engaged a lot better when I'm playing with someone.
Anyway, now that I know that a DK is an option whenever I want to start playing on a different server, maybe I'll roll one on another server at some point. Once the memory of those creepy DK starting zone quests fades a little more.