It's the beginning of a new arena season. Recently hitting 85 myself, I noticed a lack of information about the best ways to acquire PvP gear for my upcoming adventures in Azeroth. Well, I've put together a little guide for you that I hope will aid you in whatever your PvP goals are this season.
Conquest points are the most important type of PvP currency in Cataclysm -- and they're awesome. They're incredibly easy to get, as you only have to win four or five arena games a week to get to the starting cap of 1,343. The average piece of conquest gear is bought for 1,579.4 conquest points, so even if you never break 1,500 rating, you'll be getting a new piece of epic PvP gear almost every week.
Try to save up early for your weapon, offhand, and relic/wand. These three slots are the only pieces of gear that can only be bought with conquest points -- don't make the mistake of buying other stuff with conquest points! You can just get a slightly inferior version of the other pieces via honor, but you might have to wave around that green or blue weapon for a while if you aren't wise about what you buy!