Rexxar wanders the road from Feralas to Stonetalon Peak, except he cuts north from the area with the demons and goes through the Kodo Graveyard, before taking the road north out of there (or south into there). He also wanders slightly into Stonetalon Peak and Feralas (as far as The Twin Colossals in Feralas) so if you're having no luck finding him, search a little into both zones.