From A Wiki of Ice and Fire
The Fury is a triple-decked war galley of three hundred oars. It is owned by Stannis Baratheon and is the flagship of his fleet. Above her oars is a deck covered completely with scorpions. Topside she has catapults mounted fore and aft. She is formidable and swift. Her sails are golden with the crowned stag of House Baratheon painted on them.
Stannis commanded the assault on Dragonstone from the decks of the Fury after Robert's Rebellion. Presumably he also made Fury his flagship for the Battle of Fair Isle in the Greyjoy Rebellion, where the ship sank the one captained by Aeron Greyjoy.
A Clash of Kings
During the Battle of the Blackwater, Ser Imry Florent commands Stannis's fleet from the Fury. It engages the Godsgrace during the battle. It is engulfed and destroyed by wildfire after the explosion of the Swordfish. The oarmaster, Davos's son Maric Seaworth, dies in the battle.