Warlocks get the Imp at level 1, the Voidwalker at level 10, the Succubus at level 20, the Felhunter at level 30, the Felstead at level 40, and you can get the Infernal and Doomgaurd later on, alhtough you pretty much need a group of Warlocks just to control them. I've also heard at level 60 they are putting in the Nightmare which is a better stead than the Felstead.
To solo, the Warlock uses the Voidwalker. It has a taunt ability to hold aggro and a lot of hp, so it acts as a tank while the Warlock place DoT's or whatever else we want to on the enemy. For PvP we are stuck using fear and then dropping curses and other attack spells, while the Imp or Succubus supports. You can also use the Voidwalker. Although it doesn't have very good attacks and taunt is worthless against humans, you have an ability to sacrifice it and it places a 400 hp shield around you for 30 seconds and your spells can't be interupted. It is pretty useful for making escapes.