The only problem with dual-wield levelling is the innate 24% (26%?) miss chance when dual-wielding and the utter lack of hit rating gear in Azeroth.
The first piece of gear I can think of with any hit rating on it is the Rune of the Guard Captain from the Hinterlands quest, and that's Horde only and level 47ish for the quest.
As Utarius said, 2h fury really is the way to level. You get all the benefits of the Fury tree (Flurry, Imp Slam, Cruelty), and you only have to deal with a 5% miss rate.
I would say once you get to level 60 and have some outlands gear, you will be fine switching to dual-wielding.