When it comes to mounts the Warlock is in a very special position. Normally a player would have to spend their hard earned money at the riding instructor to buy the riding skill and a mount. The Warlock, however, is able to train a summoning spell from his Warlock trainer, allowing him to summon a Fel Steed once he reaches level 20. The appropriate riding skill is granted at the same time, so the Warlock is able to buy any usual mount as well. This used to be very common, as the summoned Fel Steed has a mana cost and the spell is from the school of Shadow, so this made the Warlock vulnerable to interrupt effects. Both disadvantages were removed with Wrath of the Lich King though: the Fel Steed no longer has a mana cost and the summoning spell was changed to the physical school.

There used to be a questline for level 60 Warlocks for a Dreadsteed summoning spell, the class's epic ground mount. This quest is no longer necessary in order to get this mount and the spell can be learned from the trainer at level 40. You still have to pay the full price for the riding skill though, so the advantage in contrast to other classes is not that huge.

Unfortunately these are the only class specific mounts for the Warlock. Blizzard did not implement any flying mounts for the Warlock, so one has to fall back on the normal flying mounts.