The general rule of thumb while leveling your new Warlock is "stay away from Destruction". While a great instance and end-game raiding spec, it's far from being a quick and efficient solo choice.
Before we get in to specs, lets discuss low level gear. Stamina, stamina, stamina. There. Done. Thats it. Why stamina? Easy.. Lifetap. Our health IS our mana. Stacking Intellect increases your spell crit % but who cares? We aren't Mages and DoTs do NOT crit. Stay away from Spirit as well since mana regeneration is pointless for us. Again, I go back to Lifetap. That is our mana regen. You will not see a lot of +spell damage gear until the late 40's-early 50's so survivablity is priority over anything else.
Now, lets discuss races.
If you're going the Alliance route, you can choose a Gnome or Human. Gnomes get a boost to Intellect while Humans get a boost to Spirit. Both of which are equally useless to us. Consider their other racials. If you'll be focusing on PVP more than PVE, the Gnome has Escape Artist to get out of roots/snares. If you'll be going for PVE the Humans Diplomacy racial will help a ton in Outlands when it comes time to grind rep. My choice? Human.
If you want to roll a Hordie, you can pick from an Undead, Orc or a Blood Elf. The Undead get an amazing racial that works very well with Lifetap in Cannibalize. Kill, eat & repeat will take you a long way as long as you're grinding on Undead or Humanoid mobs. Orcs get Command which increases pet damage by 5% which is a great idea if you plan on going Demonology. Blood Elf racials gear more toward PVP as a Warlock. Mana Tap and Arcane Torrent don't got a long way since Lifetap returns a substantial amount of mana which makes AT nothing more than an AOE silence. My choice? Undead.
How about professions?
Personally, I tend to avoid professions until 35 when you can cap it out at 300 before Outlands BUT they are MUCH easier to level as you go along. If you're dead set on picking something, I'd go for Tailoring EVEN if you have another Tailor. The Shadoweave set is very easy to farm for and will last you a very long time. Just to give you an idea, I have 2 70 Warlocks. One that is at Kara level and the other at BT/Hyjal level. The Kara level Warlock still uses all 3 pieces while the raiding one still uses the Robe. I'd go for a gathering profession as your second choice to help offset the money you'll spend on gear, enchants, spells and pet grimoires. On my server, Mining is the most profitable followed by Herbalism and finally Skinning. The difference is very minimal but I have a 375 level in all 3 and my ore/bars/gems sell faster than my skins and herbs that I might end up having to relist.
Are secondary professions important?
First Aid is mandatory, in my opinion. Unless you are rolling an Undead Warlock, you'll need bandages to offset your Lifetap and minimize downtime. Fishing and Cooking really can be left behind unless you're wanting another toon to do their assigned dailies.
So we've chosen our race and our professions. Lets take a look at the pets you'll be using on your journey to 70.
At level 1 you can pick up your quest to get your Imp. 10 is your Voidwalker, 20 the Succubus, 30 the Felhunter and at 50 the Felguard if you choose Demonology.
The Imp is your pet of choice if you are grouped up for questing or an instance for it's boost to the groups Stamina. It's also ideal to keep his Phase Shift activated and avoid using him for DPS. The Imp is a frail creature and even the slightest AOE damage or Cleave from a mob can send him packing.
The Voidwalker is your solo pet until level 50. At low levels, he provides a competent off-tank in dungeons or for group quests but he's primarily a solo pet. His DPS is bad but his Suffering and Torment taunt spells are his bread and butter. He's not there to kill things for you. He's there to keep things from killing you while your DoTs and wand wear the mobs down.
The Succubus is your crowd control and PVP pet. Early on, you won't be doing any CC with your Succubus but if you choose to PVP after level 26 her Seduce spell makes PVP much easier. Her DPS is decent and if you're grouped in a dungeon with another Warlock using an Imp, this is your second best pet choice.
The Felhunter is your anti-caster PVP pet. You'll rarely, if at all, use your puppy in PVE but in PVP he makes other casters cry. His ability to devour buffs and debuffs and interrupt casting makes him the ideal pet for PVP.
The Felguard is available at level 50 if you decide to spec in to the Demonology tree. He is basically your pocket Arms Warrior with a Taunt, Intercept and Cleave ability but he also gets two passive abilities in Avoidence and Demonic Frenzy. Avoidance reduces the chance he'll be hit by AoE damage by 50% while Demonic Frenzy is a stacking +AP buff every time he lands a hit. At 50, this is the ideal solo pet and if you're group isn't in need of the extra stamina, he can be a great DPS addition and off tank in dungeons.
So what about specs?
My advice is to level as Affliction from 10-50 and then switching over to Demonology from 50-70. At 70, feel free to stick with Demonology or go off in to Affliction or Destruction but this post isn't about 70 specs.
Your first 5 points should go in to Improved Corruption. This reduces the cast time and makes it an instant cast spell. After Imp Corruption, I would put the next 2 in Improved Life Tap since it will become a staple spell. Follow this up with your next point in Improved Drain Soul and the last 2 of the second teir in Soul Siphon. You only want 1 point in Improved Drain Soul for the mix of 5% threat reduction and 7% mana return whenever you make a Soul Shard while soloing.
With your next 5 points going in to Fel Concentration you can now do what we like to refer to as "drain tanking". This refers to DoT'ing up 3 or 4 mobs, AoE fearing them with Howl of Terror and spamming Drain Life until they all die. This ability can also be used to solo heavy hitting mobs that happen to be immune to Fear since you'll have an increased healing effect from Drain Life and a 70% chance to avoid interruption while channeling it. This makes your life much easier.
Pop your next 2 in to Nightfall to get a small chance at an instant cast Shadowbolt every time your Corruption and Drain Life deal damage. The overall % looks low at first but again, you'll be DoT'ing up 3, 4 or 5 mobs at a time so the chance for an instant Shadowbolt increases. Follow this up with 2 points in Grim Reach to increase your casting range. The further you can cast Drain Life, the better. Avoid Empowered Corruption and put your last point up in to Suppression. Why go back to Tier 1? Simple. You're going to start questing in higher zones to get more XP for your quests and a 2% chance to hit is gold.
Your next 5 points are going to look a bit weird but put 1 point in to Siphon Life which will help a TON with drain tanking, and 1 point in to Shadow Embrace. You will not put more than 1 point in to this talent. It's entire purpose is to work with Soul Siphon as an "affliction effect" and increase the effect of Drain Life by an additional 5%. Put 2 in Improved Curse of Agony and your final point in to Suppression giving you 2/5. Why not go for Imp CoA earlier? It's generally not worth it that early as the 10% bonus will give you about an additional 100 damage. Even now it's not THAT big of an upgrade but it's better than wasting points anywhere else.
With your Tier 6 points, all 5 will go in to Shadow Mastery to increase the damage of your shadow spells by 10%. Pretty self explainitory.
Your first Tier 7 point should go in to Dark Pact while will eliminate a lot of your downtime. This works like a Lifetap for your pets but it drains your pets mana and gives it back to you. It also works off of +shadow damage gear just like Life Tap. Put your next 4 in to Contagion to round of this set of points.
2 of your Tier 8 points go in to Improved Howl of Terror to make it an instant cast. Use 1 point to cap out Contagion and the last 2 back up top in Suppression to give you 4/5.
At this point you should be hitting level 50 and this is where you'll want to respec Demonology to get your Felguard.
I recommend putting points in the following -
2/2 Improved Healthstone
1/3 Improved Imp
5/5 Demonic Embrace
3/3 Fel Intellect
2/2 Improved Health Funnel
1/1 Fel Domination
2/2 Master Summoner
3/3 Fel Stamina
5/5 Unholy Power
1/1 Demonic Sacrifice
5/5 Master Demonologist
3/3 Mana Feed
3/3 Demonic Resilience
1/1 Soul Link
3/3 Demonic Knowledge
1/1 Summon Felguard
Now that you've done that, I'll explain why we did this and why we did and did not take certain things.
1/3 Improved Imp - This is a filler point to reach a lower teir of talents without wasting it. Not all groups will want you to use your Felguard so you might as well grab something semi-helpful, right?
2/2 Improved Health Funnel - Most people laugh at this until they spec Felguard. Health Funnel already scales with +shadow damage gear and this increases the amount he'll be healed by an additional 20%. This lets him take a pretty good beating.
0/3 Demonic Aegis - Why no Demonic Aegis? You don't get Fel Armor until after 60 so that's when you'll start putting points in to it. Remember, this is a leveling spec guide, not a level 70 guide.
The rest of the talents are pretty self explainitory in their importance to a Demonology spec. The key things is to make sure Soul Link is always active on your Felguard as well as his Cleave and Anguish ability. Leave his Intercept ability off so you can manually use it to interrupt spell casting and save mana. Mana Feed will help keep his Cleave going off every cooldown and you'll see why you took it after only a few kills. He goes through mana pretty fast.
51-55 put your 5 points in to Demonic Tactics for a 5% chance to crit and that'll finish off Demonology for the moment. The next 5 points should go in to Improved Shadowbolt followed by 5/5 Bane and finish up 66-70 with 5/5 Improved Corruption.
Demonic Aegis is a VERY tempting place to spend 3 points but in all honesty, unless you are going Affliction with Demonology being used as a support portion, you're only getting +30 spell damage from it with a Felguard at 70. It does help your Drain Life but as Demo your spell is going to be a bit weak and has a 100% chance to get interrupted so you won't be using it often.
2 tips that also come in handy - Using Rank 1 Drain Soul is your best bet. It's 55 mana and still returns a soul shard. Since you wont be using this spell for DPS, chances are you'll only use it at the end before the mob dies so why waste mana on max rank? Rank 1 Curse of Recklessness is also the only rank of that curse you'll want to use for now. It's only there for you to pop on humanoid mobs that will eventually run away at low health. This prevents that altogether. No need to waste mana on max rank when Rank 1 provides the same function.
Hopefully this guide helped as I'll be making leveling guides for Moonkin, Shaman and Warriors in the same fashion eventually.