Items With Spell Damage Modifiers
Shadow damage bonus is easier to get at the lower gear (ie: you are using green stuff) than fire is because of Shadoweave and to a lesser extent Felcloth armor, which are tailored. For the mid-high level range, Shadoweave cloth armor is the easiest to obtain. You can get a full armor set (Robe, legs, hat, gloves, shoulders and boots). You need level 44 to wear the hat, level 37 to wear the pants. The other pieces fall in between. You may be able to find the completed items in the AH (Search for Shadoweave, just one ‘w’ in there), but if that is not the case, you need to get them made by a tailor. To get yourself a complete set made, and if you do not have the gold to buy the ingredients, you will need to do a bit of farming to get the following:
-Six stacks of mageweave. Get it off humanoids mobs. They drop it as low as level 30, but with a very low chance. Killing level 42 and higher nets a much higher chance. For example, Bloodsail pirates on the shore south of Booty Bay drop mageweave frequently.
-27 shadow silks. Drop from level 35+ spiders, Dustwallow marsh is a good place to get them.
-Two Thick Leathers. (Gotten through skinning, or buy them in the AH)

-A tailor with 245 skill to do the combines. If they do not have the recipes, two of them can be learned at the shadoweave trainer in the mage quarter of Undercity or in the Slaughtered Lamb basement in Stormwind. It will take several quests for a tailor to get all the oatterns, so finding a tailor(s) for your combines may be the hardest part as many don’t bother doing this quest line.
A full set of shadoweave nets you a +81 bonus to shadow damage, which is substantial at that level. To increase this further, there is the Orb of Dah’Orahil through a level 40 quest gotten at Strahan in Ratchet. (Pick the path of Felhunter to get +10 shadow damage, or Infernal for fire damage)
There is a higher level set at level 50+ called Felcloth, which has a full bonus of +135, but gloves are not part of this set. Felcloth armor is much harder to get though, as all but one of the recipes are dropped.
The hardest to get is the felcloth ingredient, which you can collect from satyr in Felwood or Azshara. (low drop chance, about 3-4%). In addition to these crafted items, many items drop with the ‘of Shadow Wrath’ modifier. They pop up in the auction house every so often, so be sure to check.
Instead of a Felcloth robe, you could get a Robe of Winter Night at level 52, but it costs a lot more in materials for very little difference in stats.
Tailors have may have Robe of the Void available to them (BoE pattern) at level 57, which used to be an awesome robe, but is now not worth the bother. You will get a quested upgrade around level 60-61 in Outland, and before then you can use the a Felcloth or 'of shadow wrath' robe.
As you venture into Outland, the upgrades to your spell damage gear will come easily through the many nice quests rewards.
There is a very nice green tailored set you can work on for the level 60-70 range, called the Netherweave Vestments. Each piece has a different level requirement ranging from 61 to 68. The set focuses entirely on on stamina and spell damage, making it excellent for Affliction, but quite good for Demo locks as well. Destro locks might like it if they can make up for the crit in other slots.

The entire set provides you with 257 spell damage (including the two piece set bonus) and 249 stamina.
The full list of materials required:
–30x Bolt of Netherweave. (180x Netherweave Cloth)
–7x Rune Thread
–4x Knothide Leather
The two piece bonus of this set (+23 spell dmg) keeps many locks using part of the set for a long time.
There is a slightly higher level set called Imbued Netherweave you could get made at this level. It stats favor mana regeneration and intellect a little more, and it is more expensive to make. I would only look into it if you were after the 28 spell crit rating 3 piece set bonus.
At level 70, there are various epic items you can get crafted. Most require at least one Primal Nether, which combined with the assorted other ingredients tends to make these items very costly. Tailors have a very nice craftable bind on pickup set available to them; Frozen Shadoweave (shadow damage) and Spellfire (fire damage).