I'm greatly enjoying the diversity in gameplay the Warlock presents with the different pets. I can use my voidwalker to tank while I deal most of the damage through curses, ailments, and direct blasts, so I'll use him against tougher enemies (such as unique creeps). However, I do end up using a bit of mana each fight with the Voidwalker, which is why the Succubus is nice for cutting through enemies; She deals a nice amount of damage while I tank a creep, and there's pretty much no downtime for quite a few fights. In a big group with enough tanks and good damage dealers, the Imp provides some nice buffs and has a solid fireball attack. I've yet to get to 30, but I hear the Felhound is good against casters, eating up their mana and whatnot.
Ragefire is an extremely annoying instance, I just really don't like how it's set up. Wailing Caverns is great for drops, although I agree that the Deadmines are awesome. Anyone playing a rogue should try to stealth walk from the entrance to the Goblin forge area sometime; I had to do that twice in Open Beta after almost everyone died, and we needed a third person to get to the Warlock to summon everyone else there. Quite the experience.