The primary reason hybrid builds aren't good for leveling is because you don't get deep enough down to get any new instant attacks, which are a big boost to your killing speed. In the 1-60 range, arms and fury are both good, giving you MS and bloodthirst, respectively. Prot really comes into its own up in the 60s once you have shockwave and warbringer and whatnot, after that point you can do just fine as any of the three. Just make sure to be working towards a target instead of spreading your points around, and focus on things that improve your damage and mobility. For gear, there is (generally) nothing of worth on vendors. You have to scrape up what you can from quest rewards, instance running, and blacksmithing craftables. Look for stuff with strength primarily, stamina and agility are not completely useless though, and up into the higher levels you'll see stuff with critical strike and hit rating - also very useful. Weapons are straightforward - 2-hander for arms, slow 1-handers for fury, 1-hander and shield for prot.
My warrior, if you're curious (but don't try to use that kind of setup for leveling).
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