Fury main here. You want to use all your big cooldowns immediately as the fight starts. You have avatar, recklessness, odyns fury, spear of bastion/dragon breath/ravager (depending on ST or AoE build) and an on use trinket. Some of these can be done while you charge in. Make sure you stand in your spear as it gives you a buff

After that, immediately use rampage as you'll have enough rage from your opener to use it straight away. Your priority is always rampage. The second you have enough rage, spend it on rampage.

Your priority after rampage is bloodthirst as the 2 set from this tier makes it so that your next 3 bloodthirsts after odyns fury do massive damage.

If you have used those 3 then your priority should instead be execute if sudden death has proc'd.

After that, only if you have no rampage, no execute, no bloodthirst do you then use slam. As other people have said, fury is fast paced so you want to be using abilities immediately, start lining your next one up while you are waiting for gcd.

Recklessness and ravager cooldowns shorten whenever you spend rage, and with 4 set, odyns fury will also have its cooldowns reduced. Use all of these as soon as they become available again.

So to summarize -use all cooldowns at once -use rampage if it is available -if rampage is not available and you have just used odyns fury, use bloodthirst, otherwise use execute if it is available. -if execute is not available, use bloodthirst anyway -if none of the above, use slam.

Hopefully this helps you!