most importantly, you're going to want to go 0/25/5. You'll be in cat form 95% of the time while DPSing. But, switching to bear is very important against casters/healers. Instant bear charge/bash in NECESSARY if you want to be anything more than a second rate DPSer. Furthermore, not having it while flag carrying is gimping yourself hard.
As feral DPS, burst (and thus, agility) is the only real threat you bring. Stack it to the near exclusion of all other statistics. I say near-exclusion, because you're going to want at least 1800 mana unbuffed for shifting purposes. I run with just under 2k. Some choose to go as high as 2400.
Lastly, prepare yourself for the fact that some classes are just going to tear you apart. Warlocks with 1900 health or more should NEVER lose to you. Competent rogues with 2 cooldowns will likely beat you. Resto/Balance druids will kill you. Priests will kill you. Comfortable with that, and you'll find the feral druid very fun. I still play mine all the time.