One of the difficulties of playing a paladin (or DMing for a paladin, or being in a party with a paladin) is the strictness of the code of said paladin.
One of the more difficult things about most paladins I've seen played (and played myself) is the lack of a defined code. The gameplay is then reduced to presumption about what the paladin can and can't do.
One of the natural tendencies for most of us in the Western world is to assume that every paladin fits in the Knight Templar box. The reality is that in almost every D&D world, there are vast pantheons of deities that expect their followers to act very differently.
In Forgotten Realms, for example, a paladin of Sune should act a lot different than a paladin of Hoar. Heck, even two paladins of the same deity could (and usually should) have different codes, capturing their own emphasis on certain tenets of their patron deity (much like chosen domains of a cleric).
This then requires the characters to establish a code at character creation; this may be a daunting task (or your players might be lazy).
If you want to take a look at the option, hit me up and I'll send the doc to you (it's 15 pages!)
NOTE: I didn't create this and I have no idea where it comes from, but I like it!