I've been playing fury pretty much exclusively since late BC (some offtanking in Wrath but that's about it). I've always thought about trying arms but never got around to it.
With the hotfix/maintenance yesterday, Bloodthirst and Raging Blow each got bumped up 20% in damage. I've noticed quite a big jump in corresponding DPS. I'm not sure how arms compares to it right now, but pre-hotfix it was in between TG and SMF fury at 522 ilevel. At 502, arms is on top (see
here).
Having said that, I agree with the other comments on playing what feels most comfortable to you. Give fury a try, but don't hesitate to switch back if it just doesn't work well for you. Given that the majority of the DPS specs for all classes are within 10% of each other, don't sweat it.
Edit: Whoops, replied to the wrong person

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