So me and my friends decided to create a caster to level with. I want to know which one usually is the best all around and usually is better in pvp and pve. So can you guys tell me which one I should pick and put them in order from #1 being the best to #4 being the worst? Thank you for helping me out in advance!

I recommend Mage but it really depends on what you are looking for... All classes are pretty equally balanced.

Easiest to Hardest to play
1. Priest-great healers, easy to learn, always need in groups
2. Shaman-somewhat good dps, good healers, hard to gear at end content
3. Mage-easy to level, usually easy to gear, good in PVP and PVE
4. Warlock-somewhat hard to level, gearing can be difficult and very good in PVP and PVE

There is no 'best'. Some do higher dps, some are better at pvp, some at pve, some are easier to solo, etc. Warlocks are the easiest to solo, good healing priests are the most desirable to groups and raids, mages to the highest dps, shaman are good all around and have the most variation in play style.

See what a variety of answers you have? Play what you enjoy. If you enjoy your toon you will be good at it regardless.

When it comes to casters for me its: Lock, Mage, Shadow Priest.

The lock as the Fel Guard, dot dot dead. Get into trouble and throw out a fear. Win win.
The mage is high dps and rules at PvP, also high dps in instances.
The shadow priest has good dps, but if you're counting on throwing out an occasional heal, you will need to pop out of shadow.

I also don't consider shaman a caster.

priests and shamans are also healers you know. id go with a warlock. they do more damage and have very useful pvp spells