When I started my current lock, I leveled him almost the whole way
affliction.
I used my voidwalker for a long time. He held aggro through most of
the fight, and on a PvP server having his emergency shield if I got
attacked by an ally player while at half health after life tapping was
useful.
Basically, as other people have said:
1. Send in voidwalker, let him get at least 1 taunt off.
2. Curse of Agony as this is a back ended DoT. It does more of its
damage at the end, so getting this up early allows you to take the
most advantage of it.
3. Cast Immolation. At this point this should be the only spell you
are using with a cast time. This allows more time for the VW to build
threat.
4. Siphon life, then Corruption.
5. At this point, life tap once or twice, whatever it takes to return
to full mana.
6. Drain Life to restore health. Don't bother casting immolation
again, as being full affliction it becomes an underpowered spell.
At 50, if you continue to put all your points into affliction, get
Unstable Affliction, the 41 point affliction talent. Replace
immolation with UA and continue playing pretty much the same way.
As you get into the 60's and get into Outland and start picking up
+spell damage gear that is so lacking at lower levels, your VW is
going to start to have trouble holding aggro. At this point, I would
suggest switching to the succubus. Put Lash of Pain and Soothing Kiss
on autocast. I turn Invisibility off as I feel it is a waste of
mana. Pretty much, continue to play the same way. I like to send my
succubus in first and let her tank for a few seconds so I can get the
dots up, she doesn't hold aggro long so she doesn't take too much
damage, but her added damage helps me take down targets fast.
Drain tanking can be a lot of fun once you get the hang of it. I
actually tanked for a group doing one quest in SMV. It required using
a blood elf disguise, but when our druid tank shifted into bear form,
it broke her disguise. The only way for her to complete the quest was
for someone else to tank. We had another warlock in the group, so my
Drain Life got the added benefit of his dots. We got 2 voidwalkers
out to deal with adds, and the druid would DPS and throw an occasional
heal my way. Also, the 2nd boss in Shattered Halls has 2 aggro
tables. I am usually 2nd on threat, so when he switches targets, it
is usually to me. Between drain tanking and the healer, I can stand
there and hold aggro pretty well, till he switches targets again.