Gold is a rare spawn of Iron. (think like silver and tin) Thousand Needles, Hillsbrad Foothills, and a few spots in Duskwood have iron, so try checking there.
Depending on your level and your server (pvp or not) it depends on the best place to go. At level 25 or so, on my Dwarven Warrior, I took a trip to Thousand Needles. I just ran around the edge of the flats and found about 5 deposits of iron, and one was gold.
Hope that helps...