It's all been said already but I will repeat it.
1. Do dungeons (as a tank). You get more loot as a tank and tanking is super easy and super fun in 5mans, even as fury or arms.
2. Gear gear gear. As mentioned above.
3. Dont lvl in zones equal or higher lvl an yourself. I always try to lvl in zones that are 2-3 lvls below me, otherwise you will die when you pull extra mobs.
4. Get Whirlwind axe. It will last you from lvl30 to your late 40s or early 50s even. I replaced mine at lvl51.
5. Dont bother with Dualwield fury until your late 50s, and only if you are lucky on loot. Ironfoe+thrashblade is awesome combination but other than that keep to 2handers as the Dualwield penalty is quite severe without hit.