Hunters have a lot of major glyphs and... 6 minor glyphs.
Picking 3 minor glyphs is easy: Feign Death, Mend Pet, Revive Pet.
Revive Pet basically means less kiting, more pewpewing, and the glyph for it means you're getting it off in no more than four seconds (once you talent for it). Mend Pet means you're not feeding your pet as much, which will either save or make you money, depending how you get your pet food. Feign Death's shorter cooldown makes it easier for you to push aggro back onto your pet (or bail if things go really badly), which again cuts down on kiting time. I'd probably pick up Mend Pet first, and then either of the other ones next.
The other three really just aren't as useful. Scare Beast might be if you do a lot of PVP (where feigning really isn't as useful), and the Pack glyph may have situational uses (I've heard something about Yogg-Saron's brain), but really doesn't apply that much. The glyph of Possessed Strength is just... well... odd. The only thing Eyes of the Beast was ever useful for (besides prowled cat scouting) was pulling Baron Geddon and Shazzrah in Molten Core back into Garr's room where there was more room to maneuver. So, yeah... probably best to just skip those three for most purposes.
Major glyphs aren't as cut-and-dried; you have 27 options.
Glyph of Serpent Sting is important once you get Chimera Shot, because more Serpent Sting damage means bigger Chimera Shots. Glyph of the Hawk is also a solid DPS boost in group settings when you can mostly stand and shoot during your Hawk procs, to take advantage of the haste. It's probably not as useful for soloing, due to the amount of movement minimizing the boost (from extra auto shots) from the haste. Glyph of Steady Shot is also good during group play - more stand and shoot time, so more Steady Shots, and you'll rarely not have Serpent Sting up. Reduced cooldown glyphs are popular (Chimera, Aimed, Kill Shot), but are mostly a boost in fights where you can't stand and shoot; the Steady Shot glyph and the Hawk glyph will net a larger DPS gain in fights where standing still is viable. The overall net DPS for a raid may be about the same.
Those are mostly end-game glyphs, however. The Serpent Sting glyph is probably useful regardless of level; some of these may suit you better outside the raiding environment:
- Arcane Shot: The mana return may be good for soloing, especially at lower levels where higher level glyphs aren't available yet.
- Freezing Trap: Especially nice for PVP.
- Mending: Increased healing means your pet lives longer - with a tenacity pet, may be especially nice for soloing.
- Trueshot Aura: Better for solo play than group play - some of the other +10% AP buffs seem to overwrite the aura when they proc, minimizing this glyph's usefulness in groups with those classes; the DPS gain is about the same as that of the Glyph of Steady Shot, however, and given the more mobile aspect of soloing, the Trueshot Glyph is probably more useful.
Next up: Professions (and secondary skills).