Fury is only 200% at full . . . well I say only thats not 800% 
This is basically having your attacks 3 slotted and perma build up, allowing you to slot other stuff before damage, accuracy and end reduction mainly.
Depending on your sets you may wish to skip damage slots entirely (SS/ mainly). Although as the buff from fury is no where near the cap its not a waste to slot damage, on my EM/Fire I have ET Slotted 2 Acc 3 Dam 1 End and TF 2 Acc 2 Dam 2 End for example. The damage slotting only really helps against bosses as full fury + bu 1 shots lieus.
If you could mention your power sets it would help us tell you what you need
thePhilosopher Martial Arts/Regen/Fire Scrapper
theRegulator Empathy/Energy/Soul Defender
Total Inertia Ice Blast/Kinetics/Psy Corruptor
Total Inferno Ice Blast/Thermal/Leviathan Corruptor
DM/Elec
At level 31 I only have six damage slots in my power, by 50 all my attacks will have 3 damage in them. I say slot them, but not as priority. Extra damage is always good.
As for build up I find it useful for hitting foes with def or -tohit debuffs and thus I have it in my builds
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They were appropriately appalled
at the discovery of the eight victims
They're now putting it all together.
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with one leg missing
Eight legs, one body, silk,
spider, brilliant!"
Just for the sake of comparison, at level 50 my Stone/Stone Brute has 0 Damage enhancements slotted, and he can still keep over the regen rate of a standard AV when solo (from memory: Zenflower, Luminary, Silver Mantis, Valkyrie and Mynx.) He's pure PvE though, so it's much more important for him to be able to keep going than it is to hit the hardest he can.
@Synaesthetix
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The key to Brutes is stamina (With a small S). Fury drops off very quickly, so you can't afford to pause for breath and you want your attacks cycling quickly. So, if you can manage to keep your endurance steady (Shouldn't be hard with DM/Elec) and you have a continuous attack chain (Which can be a challenge with DM) then use any spare slots for damage.
Most of my attacks (DM/EA) are slotted with 1 End Red, 2 Acc and then either 2 Dmg & 1 Rchg or 1 Dmg & 2 Rchg depending on the power.
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Can anyone fill me in?
AFAIK Fury boosts damage by what is it, 800% at full bar?
Bearing this in mind, how useful is it to slot your attacks with damage? And is build up actually worth it?. If you play at near full fury (something I have found reasonably easy to do up to level 25... well, at least 90% fury) then does extra damage enhancements slots actually mean anything? would i be at cap anyway? add in a few external buffs from assault/AM/etc
What does it all mean?