Whoever told you to stack Agility's a nutcase and seriously ribbing you or has no idea what in the world they're talking about.
Most of the time, Strength is your optimum stat. For Blood, ArP helps out a lot as well and can surpass Strength when you get closer to the 100% cap. But if you don't want to break your head, go with Strength.
Strength leads the pack solely on the fact that you get 2 Ap per Strength, and almost 3 ap due to the DK mechanics. (We get something like 2.6ap per 1 point of Strength factoring Kings I believe.) This affects every single attack in your arsenal whereas ArP only affects the Physical aspects of your attacks. This is why Blood's ArP stacking is a good thing whereas Frost and Unholy tend to like it less (This isn't saying that ArP is bad for both specs, it just doesn't heed as much benefit as Blood would.)
In short, you wanna always go Strength unless you're approaching the cap of 100% either with a trinket proc or hard cap through gear. Then, it turns out to what spec you are: If you're Blood, it's worth going to the 100%. If you're the other specs, I believe it's still better to stack Strength instead.