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I made the switch last week. Although with dual specs and a good gear manager (I use Outfitter, FWIW), "making the switch" isn't terribly difficult in a technical sense. Thar's two areas, though, that do make it... strange. :)
First is the mental switch. The difference in how you play as an Arms Warrior and how you play as Protection Warrior is huge! Bigger than I thought six months ago. They could almost be two completely different classes. From strictly a causal perspective, going from Arms to Prot is a lot easier than the other way around.
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So the mental switch is one where an Arms Warrior is going to be more inward and focused on personal performance. A Prot still has to do that, to a degree, but has to me more aware of taking care of everyone else (or at least keeping track of them) at the same time. The click from Prot to Arms is a little more difficult, at least in the short term. I didn't think it would be.
I still run up to a group of mobs and TC the crap out of them when it'd be wiser to set them up for a Bladestorm first. Couple of close calls put an end to that non-sense in a hurry. :)
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Second is gearing. Going from worshiping Def, Dodge, Bock, Parry, Expertise to Hit, Expertise, Crit, AP is a gear nightmare.
I kept a lot of the quest rewards from when I was finish off Stormpeaks and Icecrown. I also managed to have Sons of Hodir and Argent Crusade rep finished, and a Revered status with Ebon Blade, before the switch. So I didn't start scratch. But I'm still wearing a couple of Def peices and spent close to 1500g buying, gemming and enchanting.
It's not bad, mind you. It's just something you have to consider if you dual spec. Your gear needs just doubled. Buy big bags.
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As Arms, I don't know yet, but I can see two sets already. For one thing... I'm wearing freakin' leather!!! Yah, the best crit/hit enchanting gloves I could find so far are leather. Geez! From looking at gear lists, some of the best dps gear a mid level Arms Warrior can grab is leather and chain. Wild, eh? Luckily, most leather and chain has plenty of Stamina, but I can still see a need where I'll have to have a dps plate set, as well. And yah, I'll be spot tanking occasionally, so at the very least I'll be hauling around my lovey shield and super wicked loveittillidie nelf axe.
Oh, and don't forget the resilience set. Gah!
I haven't even gotten into the change in priorities for abilities, of course. Retraining your fingies to hit the right buttons takes a lot of practice. I didn't realize how out of practice I'd gotten. As Prot you can literally just sit in Def stance the whole time. Arms seems to sit mostly in Battle Stance. That's fine, but if you dual spec, you're switching one for the other. The only tip I can give here is make common buttons stay where they are. If TC is on a particularly button as Prot/Defensive Stance, leave it there for Arms/Battle Stance.
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Anyhoo, Arms is just a load of fun. I started Wrath that way and gushed about how much fun Blizz had made the class/spec. And I'll gush even more. Prot is a great spec to be now, but Arms is all about being a fun killing machine.
I <3 being an Arms Warrior.
-Fri