Well, I don't really do Warlocks that well, because mine is in the 40s, but I do have several 85 toons and I can tell you that from what I know, Warlocks are more of DoT (Damage over Time) and they normally have minions. They're like the dark magic that give curses and poison you and do all these necromantic spells on you. They literally raise hell on people. (Look up the skill Hellfire in the Warlock category and you'll catch my pun) <-- Hah.
Mages are more straight forward, not dark, but they use a specific magical attribute (Arcane, Fire, or Frost) and deal damage with that.
Arcane is well, straight arcane and intellectual damage.
Fire has DoTs and does lots of decent damage (sometimes good for pvp if skilled in fire mage)
Frost is more for PvP alone and good for slowing people down.
Personally, I like them both, but my mage is a lot higher of a level, only because I was required to get my mage up for my guild.
I hope this helps!(:
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