The thing to keep in mind when you make the switch is that stats beats armor in most cases. In that sense, exchanging a blue mail armor piece for a green plate one might be a mistake. I'm still sporting Scarlet Leggings with 20 strength and 10 stamina, and I'm level 43. The good plate armor at level 40 would be Carapace of Tuten'kash (RFD), Icemetal Barute (RFD), plate gloves from a boss in Uldaman, and the rest is basically PvP gear. It would be good to procure the PvP stuff before 40.