We are pretty much unanimous in calling for a trainable instant Corruption. At present, five points in Improved Corruption is simply mandatory for leveling Warlocks and others who want to include corruption in their spell rotation, making it probably the most common talent among Warlocks. Given that some 'essential' Mage spells like Evocation, instant Arcane Explosion and eventually Ice Block, have made the transition from talent to trainable, shouldn't this essential Warlock DoT be given some love too?
   In our heart this is another pet topic close. A wealth of Warlocks, in particular our Demonology brethren, are calling for more durability and group utility for our pets. While pets are phenomenal for leveling, they quickly become a liability in raids and PvP for demonologists who rely on their pets more than the other specs. In a word, pets are not scaling to the increasingly powerful gear that their masters get at level 70, and thus become squishy relative to the mobs and opponents encountered at that level.
There are also calls for the Infernal and Doomguard to be elevated beyond 'party trick' status, and thankfully Blizzard has indicated that they will see some buffs in the future.
When Warlocks lost their exclusivity in terms of mounts post-BC, most of us feel somewhat cheated. We had to conform with the rest of the populace, and be content to ride the generic flying mounts when many of us had rolled the class to look cool on our fiery steeds. We're not asking for free or cheaper mounts, but let us quest for our class-specific flying mount like we did at level 60.
To make it a tough lore-laden quest, so the mount can be a proud badge of our commitment to the Warlock cabal! A flying demon dragon-like mount would be nice, or turn us into flying demons! And make these inaccessible to gnome Warlocks 'cos they'll simply look ridiculous.
As a whole Warlocks are also concerned about our class identity - we look too much like Mages, especially when we are casting our fire spells. If 'fel' mobs have Green Fire, why shouldn't we? Even our infernals and imps have Green Fire! Fel or demonic fire should simply be differentiated from elemental fire - it's gotta be Green!
Other calls to make Warlocks more like cultists and practitioners of dark magic include making our rituals (Summoning, Souls and Doom) more dramatic, and giving us more reasons to cast Ritual of Doom, which we had to quest for, by the way.
It is difficult to replenish soul shards in PvP, and there is virtually no way to regain shards in many raid boss encounters, short of exiting the instance (which is also not an option for instances in lowbie zones, such as Zul'Aman). This means warlocks need to come loaded with soul shards, sacrificing bag space and devoting time beforehand to banal farming.
Plenty of Warlocks are calling for an easier, quicker way to get soul shards, and for shards to be stackable (fives maybe?) to alleviate the secondary problem of bag space.
Still there're concerns in the community that Warlocks do not have enough escape options when cornered in a melee situation. When Warlocks compare themselves to Mages, this lack becomes more pronounced. One suggestion for an escape mechanism is a self-banish that renders the Warlock immobile and invulnerable for a short time, effectively removing the lock from combat and harm's way like what Ice Block does for mages. On the flip-side of this argument is that Warlocks are innately more durable than other clothies, and as such, they shouldn't need additional escape options.