Just hit 33 last night and finished Chapter 1 of the class quest. I've been Vengenence since level 10. I mostly quest solo and get my pvp dailies in with rare grouping for a flashpoint or two. I have to say, I love the class and have been in love with it since the beginning. I've played a number of classes up to the mid-20's, and Jugg is my favorite, so much so that it completely cured my alt-a-holism. Whether or not it does the most DPS, it's just plain fun to play! And with Quinn keeping your health topped off, you really do feel like the Energizer Bunny Steamroller of Destruction!
I'd recommend keeping your gear up to date, as well as your chosen companion's gear. Be sure you're using your cooldowns, because they can make a significant difference in the outcome of a fight.
I read a lot of complaints about Jugg before rolling mine up, so I keep expecting it to get harder or more frustrating, but so far it's been great. I plan to switch to Rage once I hit 50, so perhaps my assessment of the class will change then.