Fury is simple. It regens when you click primary skill or rather "recovers" MP aka Fury and when you use special skill or have proc special skill (I think the former is more likely) , the skill gets increased by the % of the Fury.
This could mean 100% increased damage of the skill
If full or however much.
Fury also means pretty much never running out of mana with primary skills so it's very nice in that aspect.
Energy increases all damage by missing energy % so if you lose a lot of energy through casting skills, you increase the DMG. At 10% energy left, all damage Increase by 90% . It used to be increase DMG by 100% when full and the lower you had , the less damage but I actually like the fact that Energy requires casting.
Energy is used by 10% on primary skill and 30% through special skill. Fury is also 50% or so on special skill cast or 30% but you lose 5% fury per second. On energy, you recover 30% energy per second.
Fury sure is a popular mythic though . So is Energy and some others.