Oh yeah. The following classes have class quests put in, and these quests either give spells/skills or equipment:
Warrior (level 10 skill for defensive stance and a weapon, level 20 quest for a shield with a quest series followup for a series of rare quality armor and weapons, level 30 quest for berserker stance, and other equip quests later on)
Mage (purely equip quests)
Warlock (quests for summoned demon pets and a few equipment quests, level 40 quest for a pet that functions as a mount)
Paladin (quests for spells, equipment, and a level 40 quest for a mount)
Shaman (quests at various levels for the different elemental totems)
Class quests are fun, but largely meant to be done solo with the exception of the mage/warrior class quests that need you to get items from a few higher level instances.
I've been playing my shaman a lot lately, but I might give my warlock another shot (I got him to level 30 and quit) to see if I can have any advice for anybody wanting to try the class or see if I want to play that or a hunter in retail (they're both pet classes, but vastly different styles). I wouldn't recommend Warlock to any new player, nor would I recommend Shamans or Druids. It's not that Shamans take tons of skill, it's that you either have to get used to swapping hotkey bars or download a UI with multiple hotkey bars like
Cosmos to put all your abilities in. Druids are in a similar boat - it's not that they're bad, but I think they just require a lot more familiarity with the game than a class like Warrior/Mage/Priest/Rogue/Paladin does. Hunter might not be too bad either, but I've only played mine up to level 6 so I don't really know if it's good overall or not (aside from some bugs that make pets do lower damage than they should, and the lack of pet skills).