Just keep running AVs. Join as a group and buy the S3 neck, ring, bracer, belt, and boots.

Also - buy the S1 arena gear using Honor Points with it until you have enough arena points to buy the S3 armor pieces (S3 weapons if u have 1800 rating and S3 shoulders if u have 2k).

If you're primarily going to do PVP - I'd imagine that's the best route rather than getting the frostweave set.

Just a note though - you'll prolly get destroyed in 5v5 arena after the first fear bomb lands on you - considering you don't have tremor totems on your warlocks. So - I will suggest running 10 games of 1 priest 1 lock and switching them and you will have a higher chance of staying above 1500 rating to gather arena points.