At level 20 a Warlock can obtain an Felsteed (free mount) and gain riding skill 75 from the Warlock trainer. At level 40 an Warlock can obtain an Dreadsteed(the mount with horns in pic.) after they obtain riding skill of 150 from riding trainer. Warlock may wait in till level 60 to do a quest line for obtaining a Dreadsteed.

The imp is the first minion that a Warlock can get and is obtainable at level one. This is the minion I use when I am in Destruction spec'd for raiding. The imp has a Firebolt and Blood Pact thatI find useful when raiding.

The Voidwalker is the 2nd minion the a Warlock can get and is obtainable at level 10 from doing a quest. As the Voidwalker has Torment  and Suffering it makes for a good tank to level with. I use a Voidwalker  in till i reach level 40.

The Succubus is the 3rd minion the a Warlock can get and is obtainable at level 30 from doing a quest. As the Succubus has  Soothing Kiss and Seduction which helps in PvP.

The Felhunter is the 4th minion the a Warlock can get and is obtainable at level 30 from doing a quest. As the Felhunter has  spell like Devour Magic and Spell Lock. I have never used a Felhunter much so I am unsure what type of play they are best used for.

The Felguard is an minion that an Warlock can get at level 40 though the demonology talent tree.  As the Felguard has  spell like Intercept, Demonic Frenzy, and Anguish which makes the Felguard great at tanking. I start to use an Felguard as soon as I can.