Yes, aren't too many guilds that are really suitable for a Paladin unfortunately. I did Mages Guild, MQ, and Imperial
Legion with my Imperial Paladin, still uncertain as to whether I should speed through the Conpanions or not
Spoiler (having to be a werewolf is troubling, my Paladin wouldnt want to give his soul to Hircine even temporarily, though he may do so just to get the others cured with him)
Vigilants of Stendarr have no quests at the moment, though I'm guessing they might be involved in DLC.
You can do side quests for some of the Temples though, Mara's temple in Riften has a few, plus ones for the Temple of Dibella in Markarth and the Temple of Kynareth in Whiterun. Some miscellaneous quests to be done by talking to the Priests of Arkay in the various towns. (Off-topic, but the one in Whiterun actually references the priest's amulet of Arkay as being used as his holy symbol to "turn undead" in the Whiterun House of the Dead! Thought that was an interesting revision of lore to be closer to D&D clerics)
No dedicated holy faction as of yet, maybe through mods if not DLC.