In our experience in DFO, Arms does better single target DPS by a significant margin. This is primarily due to Arms having a higher skill cap, we think. However, it is also easier to do good DPS as Fury than it is to do good DPS as Arms. If you are willing to put in the extra 10%, you should see Arms come out ahead. Otherwise, Fury is probably your best choice.
In any fight with auxiliary AoE, that is, fights where you need to DPS down a small number of ads without resorting to full-out AoEing, Fury is going to do more DPS by a significant margin. Arms is really only able to do auxiliary AoE via Sweeping Strikes and Blade storm, both of which are on a long cool down for the rather mediocre damage (Dungeon Fighter gold) boost they provide.
Fury, on the other hand, is built for this sort of damage: Whirlwind and Cleave are superb abilities in this area. Trial of the Crusader is a great example of an instance with fights favoring this sort of AoE, and it is why Fury tends to put out significantly more DPS there. You can just find a certain play style easier to crank out the DPS with, and that is fine going with what works for you. We provide Dungeon Fighter Online gold for your character.