The 5 first points IMO should be in Cruelty. From there on and out it depends on what you want your playstyle to be. Big 2H(arms), dualwield (fury) or tank (protection). There are other ways to do it (see the FAQ) by hybrid builds and so on. But may i reccomand a fury build to lvl with. Fury provides low downtime and good and quick DPS. However, you will miss alot dual wielding, so lvl'ing to around 30-40ish before going fury is reccomended.
I lvl'ed my main warr from 1-70 arms specced. I have later tried fury AND prot on alts, and I must say that fury was great! Prot was good in it's own way, but it took way too much time killing something. However, prot is more valuable once you get Shield Slam.
It all comes down to what you like.
For endgame builds, see the FAQ.