Strength provides you Attack Power, which builds a stronger foundation of base damage. This is going to be your best stat at very low gear levels.
Armor Penetration reduces the degree to which an enemy's armour reduces your damage. Essentially, it works as a damage modifier. The damage dealt by your physical, non-bleed damage against enemies is increased by a mathematically-determined x%, based on the armour of the target and your Arp. So it basically multiplies your damage by that x%. When at low gear levels, however, your baseline DPS is pretty low. Multiplying that figure would not give an impressive result, so you'd be better off sticking to Strength to build up that baseline damage more effectively.
In addition to that, because of the way enemy armour works, the damage multiplier effect gained from Arp increases the more Arp your toon accumulates. Arp appreciates its own value. In a raid setting, the last ten points of Arp going from 1390 -> 1400 are worth about 1.5x more than the 10 points of Arp going from 0 -> 10.
All in all, Arp gets better when:
- your gear level across the board is sufficiently increased, and
- the amount of Arp on your gear is sufficiently high.
At your gear level you're most certainly better off sticking to Strength. At some point Arp overtakes Strength in value. If memory serves, for a Fury Warrior, this roughly happens around the time you have an average ilevel of 251-ish, and you have about 650-700 Arp on your gear. This is a very rough figure that fluctuates a lot depending on several other variables, so if you're interested in an answer more mathematically precise than a very broadly generalized level of gear and Arp, I would strongly suggest that you use a tool like the highly acclaimed Landsoul's Spreadsheet, or even Rawr (it's actually pretty great for Fury Warriors) to guide your gearing and gemming decisions.