I'm also new to the fury and WotLK world. I was a MT for my guild all through Vanilla, and BC but when wrath came out i quit. I recently came back and have decided to be fury dps (more flexible than being a MT as far as raid attendence goes).
I've been doing the best research i can during breaks at work and this is what I have found.
In priorty order (i wish i could insert a HTLM Table here!)
Hit to cap - 8% for yellow hits (we get 3% from percision, 1% if your a space cow)
Expertise cap - 26 (I think orcs get some from racials)
Then i start asking questions, i read the Arms dps thread where they said you should stack STR next untill you get a on proc ArP trinket. Once you get that you stack ArP up to the soft cap (100%-proc). Next would come the big debate from that thread which is if its good to stack ArP untill you can reach the hard cap (100% passive) or if once you reach that soft cap to stack Str (even landsouls spreadsheet might not be helpfull becuase it apparently under values ArP once you get a ArP trinket).
So I'm also interested in this information, since all i know for sure is Hit cap then Expertise cap. I'm going to work on the assumption for now that Str is more important for a fury warrior than a arms (Bloodthirst and imp zerker stance), that once I'm at the expertise cap I'll gem for Str and view all ArP as increase dps but nothing to gem for.
As far as crit goes i dont really know, i think it used to be you always wanted to keep it above 33% because of Flurry but that may have changed as well, like i said i really only used to tank.