Well, you don't necessarily have to RP out whatever questline you're on, particularly since starting zones now take you back into the "past" before Pandaria was discovered, but I know it can be really fun if you do take that route.
If you have a starting area you haven't tried, I'd suggest doing that one just to round out your experience.
From a purely roleplaying point of view, however, I think it makes the most sense for Pandarens to level through the human zones. I think most of their initial experiences with the Alliance would be with Stormwind, so they would start exploring the areas of Azeroth surrounding Elwynn.
If you're worried about quest rewards and such, then I suggest you do Dun Morogh so you can pick up the
Airfield Defender's Garb, a nice white robe that will make it much easier building an AAMS uniform.
You know.
Just in case.