Interface
Your UI is highly personal preference, so I won’t give any guide on how to set it up. In general, you want to set up something that lets you monitor your abilities, the encounter itself and your team members.
I would advise you to track your target debuffs to monitor Final Reckoning and Judgment debuffs and a nameplate addon.
You also want to monitor your procs and cooldown buffs, either through an addon or weakauras. This is important to optimize your damage during your cooldowns. This is especially important in 9.2 to track the Seraphim buff you get from the tier-set proc.
A swing timer is also a good idea, as you always want to have Blade of Justice on CD when you auto-attack in order to get more value from your Art of War procs.
Macros
Retribution Paladin don’t have a lot of mandatory macros for PvE, as they’re mostly just mouseover macros to assist your team.
Final Reckoning Cursor Macro
Can save you some time as you don’t need to click your mouse to target the ability on the ground.
showtooltip Final reckoning
/cast [@cursor] Final Reckoning
Lay on Hands Mouseover Macro
#showtooltip Lay on Hands
/cast [target=mouseover] Lay on Hands
Word of Glory Mouseover Macro
#showtooltip Word of Glory
/cast [target=mouseover] Word of Glory
Blessing of Freedom Mouseover Macro
#showtooltip Blessing of Protection
/cast [target=mouseover] Blessing of Freedom
Blessing of Protection Mouseover Macro
#showtooltip Blessing of Protection
/cast [target=mouseover] Blessing of Protection
Cleanse Toxins Mouseover Macro
#showtooltip Cleanse toxins
/cast [target=mouseover] Cleanse Toxins
Weakauras
Divine Resonance Ticks
Makes your life easier when running the Divine Resonance legendary, and not waste your judgment debuffs or holy power.