In order to make things easier for me and so that you can keep track of my adventures I have made a list of the instances in Azeroth. (If you want to be technical it's a list of the pre Burning Crusades instances). Hopefully this list will ensure that I neither miss any out and progress through the instances with some sort of order.

Ragefire Chasm - Orgrimmar - 13 to 20
Wailing Caverns - Barrens - 16 to 24
Deadmines - Westfall - 16 to 24
Shadowfang Keep - Silverpine Forrest - 17 to 25
Blackfathom Deeps - Ashenvale - 20 to 28
The Stockades - Stormwind - 21 to 29
Razorfen Kraul - Barrens - 23 to 31
Gnomeregan - Dun Morogh - 24 to 40
Scarlet Monastary Graveyard - Tirisfal Glades - 28 to 44
Scarlet Monastary Library - Tirisfal Glades - 28 to 44
Scarlet Monastary Armory - Tirisfal Glades - 28 to 44
Scarlet Monastary Cathedral - Tirisfal Glades - 28 to 44
Razorfen Downs - Barrens - 33 to 41
Uldaman - Badlands - 36 to 44
Zul' Farrak - Tanaris - 42 to 50
Maraudon - Desolace - 40 to 52
The Sunken Temple - Swamp of Sorrows - 45 to 54
Blackrock Depths - Blackrock Mountain - 48 to 60
Lower Blackrock Spire - Blackrock Mountain - 53 to 61
Stratholme - Eastern Plaguelands - 56 to 61
Scholomance - Western Plaguelands - 56 to 61
Dire maul - Feralas - 54 to 61

I have used information from the WoW website in order to compile my list.

http://www.worldofwarcraft.com/info/basics/worlddungeons.html