If you want to dual wield weapons, you HAVE TO be Fury, as they are now the only Warriors that get Dual Wielding. The nice thing about that is that you also get to wield 2 2H weapons later
Though, Fury are DPS, and, at least in Europe, the dungeon queue for DPS are LONG!
I prefer going Prot as I can tank then, which gives me instant random dungeons
By the way:
Prot = 1H + Shield
Fury = 1H/2H x2
Arms = 2H