Before we get rolling, you should take a look at this thread from the Elitist Jerks forums that gathers up a lot of information on warrior DPS specs and what to look for when gearing. One of the things to keep in mind is that it's not as straightforward as just piling on the stats that help you do damage... much like tanking, where you first stack defense until you reach the target (in the case of tanking you want 490 defense) when assembling fury gear you prioritize hit until you reach 9% chance to hit, and then start stacking crit, attack power and armor penetration.
So what's the hit cap? Well, in general a fury warrior with full precision should look to accumulate hit gear until roughly 96 hit rating, which should put you at about 9% actual bonus hit. Up until 9%, it's generally accepted that hit provides the greatest boost to your damage both from the damage that you actually do with your white hits and from the rage you generate by them, as well as reducing the chance of special attacks like Bloodthirst (not Bloodlust, you can tell I play my shammy too much) and Whirlwind to be missed, which is not only annoying but amazingly does not seem to hurt monsters. Not even their feelings.
After you reach the 9% hit cap, what should you go for first, crit, attack power or armor penetration? Well, that's up to you, of course. Armor penetration is a fantastic stat against low armor mobs and can really increase your damage, but against a mob or boss with high armor the effect of reducing armor isn't worth stacking vs what you'll lose in procced flurries, Rampage stacks and white damage. Others will disagree and will point out ways that I'm wrong, but my suggestion would be to give crit and attack power weight over armor penetration while assembling armor pen gear to test out for yourself. One of our main fury warriors likes to stack armor pen on Solarian because it can easily reduce her armor down to zero until 20% or so.
The value of expertise is still up in the air for melee DPS warriors based on our imperfect understanding of how much dodge the average boss has. You shouldn't have to worry about being parried, as you will hopefully not be standing next to the tank and thus your attacks won't be parried (and if they are, the tank may have some choice words for you afterwards). I would generally stack Strength over actual Attack Power on gear if only due to blessings like Gift of the Wild and Blessing of Kings, but crit rating seems to outperform stacking Agility even with those buffs in mind.
With all of this said, it's time for me to talk about mail and leather vs. plate for DPS warriors. There are pros and cons to wearing mail or leather. As an example let's look at the mail shoulders on the Broken in the picture that leads this article, the Pauldrons of Primal Fury. There's not a point of wasted itemization on these shoulders for a DPS warrior, and the only real downside is that they have AP instead of strength, a choice clearly made in order to allow these shoulders to benefit both shamans and hunters. This doesn't necessarily mean you should be fighting with hunters and shamans for them, especially not if you have a piece like Pauldrons of the Wardancer already. (I chose the Wardancer's because they are roughly equivalent, both being iLevel 128 according to Wowhead). But it's hard to argue that the Primal Fury shoulders are not good for melee DPS warriors with the crit from the agility, the high stamina, the two sockets, the attack power (keep in mind that the Wardancers are tuned more in line for a warrior with strength and crit rating) and finally, that 20 hit rating.
Essentially, the argument is simple enough. If you have a piece of plate that is roughly equivalent to a mail or leather drop, even if the mail or leather is an upgrade, then it is only polite to not even make an effort to obtain it as long as the classes that can't equip plate or even mail are interested in it. DPS leather, you shouldn't even look at it until Rogues, Feral Druids, Hunters and Enhancement Shamans have all had a go at it. This doesn't mean that you should ignore mail and leather, however. For a DPS warrior, it's simply not important how much armor a piece of gear has. You shouldn't be getting hit anyway. If you are, you'll probably die. A fury warrior who pulls aggro off of a tank not only should be ashamed of him or herself (you're a warrior, you have no excuse for not watching your threat, there's no cheat mode button for you if you pull agg) but is most likely going to die before the healers can react. If they do manage to react, that does not mean you should then apply your highest DPS while being healed, by the way. You want to help the tank get aggro back by not putting any threat out there yourself. Stand there and look pretty.
No, seriously. Do NOT try and 'dps tank' Nalorakk. I speak from experience here: it was not a good move and I wiped the raid.
For a fury warrior, keep your eyes out for gear that will allow you to hit that hit cap. Once you're at 9% hit, look for Strength/AP, critical hit and armor pen. The reason you don't roll on leather or mail first has nothing to do with those pieces being somehow inferior, because they're not. Compare the Gauntlets of Rapidity, badge mail gloves, with the Gauntlets of Martial Perfection. Now, this is an unfair comparison, because the Gauntlets of Martial Perfection are a drop from Gruul's Lair, one of the first 25 man raids, while the Gauntelts of Rapidity are vendored from the Isle of Quel'Danas and cost 75 badges of justice, making them at the very least equal to a T5 content item. However, if you never got the Gauntlets of Martial Perfection and are no longer running Gruul, or haven't started running Gruul and have badges burning a hole in your bank slot from Karazhan runs and heroics, there's very little reason not to consider the badge gloves. (Although you could get the cheaper Furious Deathgrips, if you don't mind losing a lot of crit). Right now, the position of 'best fury gloves in the game' is debatable between the Gloves of Immortal Dusk (leather) and the Hard Khorium Battlefists (plate), and it really comes down to what stats you need the most, crit and ArP or hit and haste.
To be concise (too late) - don't take leather or mail over classes that can only equip those. But don't ignore leather and mail simply because that's what they are. Look at their stats, not their armor value: you shouldn't be getting hit anyway. If a piece of mail or leather is a stats upgrade, take it.