I've tanked only with warriors and paladins so I can answer you only about these two classes. They are both good in single target and aoe tanking (maybe the paladin is a bit better on single target and the war on aoe) and both of them bring good and not replaceable buffs to the raid (Blessings and Commanding Shout). I've found the protection warrior to be more funny and enjoyable, because of its mobility (Charge, Intercept and Intervene) and because it has more crowd controls, which are really useful when you have to tank pack of mobs in the dungeons (you have two silence abilities with one of them being ranged, a single target stun, an aoe stun, even an aoe fear to use when you are in a critical situation), not to mention that the Sunder Armor debuff applied by Devastate increases all the damage done by mdps and hunters. The paladin protection seems to be easier and its rotation may become boring after a while, but it has Ardent Defender, which is considered the most overpowered passive ability in the history of the ****ing game (as you can see here:
The legacy of the paladin ), while with your warrior you need to time your defensive cooldowns more properly. The last big difference is that the protection paladins have also some support abilities for the entire raid, like divine sacrifice, lay on hands, hand of protection... even if the support role should usually be a matter of the rets. I know nothing about feral druids and blood dks, aside from the fact that blood dks seem to be the best off tanking spec. My main tank and guild leader before the Molten wipe was a feral druid and he has never failed to hold the aggro even in the most difficult fights.