To clarify you're a leveling warrior asking what to do with your first few points for both PvE and PvP (BGs)?
Click me.
Most of the fury tree doesn't really start to shine until you're pretty far along. It's generally felt that arms is in most ways far superior to fury and I have to agree. Not going to go into a whole big thing here, there are plenty of posts here and on wowhead about why arms > fury for leveling. Go read them then decide.
Before level 40 I actually advise dual-wielding as Arms due to better, more consistent rage generation compared to a 2-hander. At level 40 you have access to Mortal Strike and it's just plain dumb to continue to dual-wield, but up to that point a large portion of your damage is more rage dependent and not having enough rage is more the issue than anything else.
If you desperately want to level fury, I'd say respec at 40 when you can access Bloodthirst which is really the engine that makes fury work.