I've taken a Paladin and Warlock combo up to 42-ish and tried a number of different setups along the way. I've grown to really like the combo, at least as a new multi-boxer, for two reasons: a) the Paladin is a pretty easy class to play with a small number of abilities to cycle through in your average PvE situation and b) it is really easy to handle multiple mobs with a Warlock pet and DoTs - makes it easy to just play lazy and click around dropping spells on two or three mobs without having to worry about dying.

To answer your questions:

1. I mostly played with the Warlock as my main, thinking that I should focus on the damage-dealing character with the most abilities and use the Paladin as a Mana Battery / Heal Bot. Mistake! I'm having *way* more fun now with the Paladin as the main - and killing stuff faster since I don't have to manually nudge him up into melee range with each fight.

2. With triple XP and strong class synergy...I think this is a good opportunity to play them however the hell you want! I use Cast Sequences extensively (check out 'how to level a warlock' on wow wiki.com) - the Paladin sequencing through seals and judgement and the warlock sending in the pet, dropping dots and then shadowbolting on the same hotkey. I try to burn as much Mana as possible with the Warlock, since you're just a couple Life Taps and a single Holy Light from max health/mana. I get confused easily too between characters...so I have dummy macros set up on my main that have the icon and spell name of what the Warlock secondary is casting.

3. I've got my Paladin tanking and specced pure Protection. Still adjusting to 3.0.2 but he never loses aggro and feels like he dishes out solid DPS. The Warlock is mixed Affliction (basically 10 points in DoT Talents and Improved Drain Soul / Lifetap) and the rest in Destruction. Not using a Voidwalker anymore - either Succubus or Imp for faster killin'. Retribution Paladin would likely work just as well if not better. Holy Spec on the Paladin seems excessive - but could be the best choice if you are dead set on just using the Paladin as a manabot.

4. Like I said, check out suggested macros and 'how to level a warlock' on wowwiki.com in case you don't use cast sequences yet. 90% of my fights involve using just one Macro on each character.