Hello,
As a Fury Warrior you spend the majority of your time in Berserker stance - as a good portion of your abilities (Raging Blow, Whirlwind, etc) require this stance.
For macros - a useful macro would be a Charge/Intercept macro (I wont go into discussing macro making here) so it performs the following:
1.) When out of Combat - it switches you to Battle Stance. This will allow you to charge in for extra rage/mobility.
2.) When in Combat - it switches you to Berserker stance so you can Intercept (and also use it to put you into Berserker after a charge by clicking again) in combat.
Macros are NOT required but can be helpful.
TL:DR -
DPS in Berserker stance - always. Ability Priority is > Bloodthirst>Raging Blow>Bloodthirst>(Bloodsurge Slam only/Shout/Heroic Strike over 70 Rage) - repeat.