In terms of mobility, mages have it much better, yes, owing to their superior slows and blinks. But Warlocks have a ton more health and self-heals (Healthstone, Death Coil, Drain Life, CC & Bandage, and for spec-specific options Siphon Life and DS on Voidwalker). For slows Warlocks though really only have Curse of Exhaustion (for affliction warlocks) unless they actually specced Aftermath (no one ever does this) and procced a Daze. Warlocks depend rather hard on Fear to kite enemies, so it's best to play Horde unless you want to go up against Will of the Forsaken and Tremor Totems.
And Warlocks outperform Mages in any dungeon that has demons and elementals, being able to enslave demons and banish both demons and elementals. In most dungeons he can both Fear (assuming you'd want to do that since it risks aggro trains) and Seduce to CC while the mage can only poly 1 and has soft CC.
True, but a Warlock does have an assload of DoTs. A SM/Ruin Warlock can put Curse of Agony (but will probably use a utility curse like Curse of Exhaustion or Curse of Tongues), Corruption, Siphon Life (21 point shadow though) all as instant casts and Immolate as a non-instant cast. Warlocks can compete with Shadow Priests in DoT damage and throw nukes like a Mage on top of that. They also have two instant nukes: Death Coil (which also gives you 3 seconds of casting time) and Shadowburn. Three if they're Nightfall spec and proc an instant shadowbolt or if they're 31+ Destruction for Conflag but that's more of a glass cannon PvP spec (there's conflags specs that get both for the instant cast bursting). But Conflag does have very crazy burst.
Glimmering Mithril Insignia. But that's a 10 minute cooldown blacksmithing trinket. They also have Berserker Rage (break fear+incapacitate 10 sec immune on 30sec CD), Recklessness (15 sec of Fear immunity, everything crits, but they take 20% more damage and it's like a 30min CD), and Death Wish (30 sec of Fear immunity and 20% increased phys damage, but requires 21+ fury spec, so no 31/20 Arms/Fury). However, not a single one of those abilities protects against a Succubus seducing the poor bastard while you bandage, make some space, and trinket Soul Fire him (Soul Fire is the Warlock's Pyroblast) which you could also follow with a Death Coil into a Shadowbolt into a Shadowburn if you want a really ridiculous burst combo (if you're Conflag spec, replace Searing Pain with Immolate and follow with a Conflag then Shadowburn for a really crazy burst combo). If you want to get clever with Curse of Exhaustion you can also DoT and deadzone kite (too close for intercept, too far for melee) them into the ground.
Honestly Warlocks have fuck-all in interrupt resistance anyway so if a Rogue is meleeing you, you're not gonna cast shit anyhow. You need to Death Coil and Fear them off of you then try to kite with Curse of Exhaustion. Or Seduce and fuck with them. If you have a Felhunter you get +30 to stealth detection though so if you go Engineer and get Catseye Goggles (+18 stealth detection) on top of that, you could actually spot stealthed Rogues from a distance and prevent them from getting the drop on you. And if you play an Orc Warlock, you get a spiffy 25% chance of resisting stuns. Good times.
