Professions
At level 5 you can train professions at their respective trainers. You will find trainers in outposts, towns and capital cities. Not every outpost has a trainer of every type, but the capital cities usually house one of each type. You can pick 2 primary professions, along with the 3 secondary professions; Cooking, Fishing and First Aid. Good primary profession choices for a warlock would be:
Engineering + Mining
Jewelcrafting + Mining
Alchemy + Herbalism
Enchanting + Tailoring: Neither profession relies on a gathering skill, which makes them a good combo.
You could also go for a less conventional combination. Taking, for instance, Engineering and Alchemy will mean you have to acquire all the ingredients from friends or the auction house though. Tailoring or Enchanting combined with a gathering skill will allow you to make some extra gold by selling what you gather.
Wands
These can make a nice source of ranged damage. If you want to benefit from a wand's damage, make sure to use it often enough to keep your skill up. Wands tend to get resisted all the time if your wand skill isnt maxed.
Stat Food
Some playermade (cooked) food has special properties. They will buff you for a short period after consuming them, which can be a nice little boost. Good examples are Spider Sausage (lvl 35), Heavy Kodo Stew (lvl 35), Spiced Chili c′Crab (lvl 40) and Monster Omelet (lvl 40), each giving +12 sta and spi for 10 mins. There are many more stat boosting foods, for lower levels as well.
Spells
As you progress through levels, you will be visiting warlock trainers every other level to learn new spells. Don’t underestimate the costs of that, a fair chunk of your savings is spent on spells and pet abilities. You will find a listing of all warlock spells, what they do, and what it costs to train them at the end of the guide.