You should ask my girlfriend. She plays a mean fury...
Dawww 
Here's my Fury build and loadout ~ http://kalence.drupa...24N54384!G9D55G
^Used that for the Platinum Solo I did recently and was very happy! 
The way I play the Fury is close combat relying mostly on AF + Throw to destroy all the things. Getting close to enemies with Annihilation Field active will prime them for a Biotic Explosion using throw. AF is that dark aura that surrounds your Fury when active. Just a warning: sometimes AF can be glitchty. It will show it as activated when it is actually off. You will know when you have the glitch if AF appears on, yet enemies are not being primed when you get close.
My main weapon is the Acolyte because it is just delicious when paired with the Fury. Tempest is what I bring for boss enemies or if I want more of a challenge and style points. Most people probably think I'm crazy for using it on Platinum, bwhahaha! It gets the job done just fine. I use the Power Magnifier on my weapons because I rely more on my powers than actually firing a weapon. I'm mostly doing BEs so the benefit is minimal, but I feel it is more useful than the magazine clips in my situation. I always use Warp Ammo.
Personally I like to max Dark Channel these days. Very useful against bosses and on maps where CC becomes suicidal. Like the Condor/Geth/Platinum game I had last night. I couldn't do my typical running around or I would get stun locked to death. Had to hang back and rely on DC + Throw for the most part. Your DC + Throw Biotic Explosions will be stronger as well with it maxed.
Usually I prefer taking a cyclonic because I'm constantly in the enemies face and taking damage, also because I'm usually playing Platinum. I can see how the adrenaline module would be helpful as well and is probably better when playing Gold games. Really just comes down to personal preference and what you're more comfortable with.
Crutch/Geth Scanner is a must when I play the Fury. That way I can see what spawns are safe to charge and where I can safely teleport. Speaking of teleporting... practice using her dodge and heavy melee if you can. Both can teleport you through walls which is extremely useful in getting out of bad situations and saving teammates. Just can be a bit hard to get used to.
Hopefully I could help you a bit.
You will be the one playing her, so do it in a way that you enjoy no matter how different or cheesy it seems to others. 