I've played mage/mage to 20 and was a bit underwhelmed. The mage is more built around kiting / mobility, frost bolt, frost nova, blink, etc. Difficult to play well due to positioning and line of sight issues. Maybe I just suck at playing mages.

Currently on warlock/warlock at 14 and it feels a lot more powerful. One imp for dps and blood pact, one voidwalker for tanking. DoTs to conserve mana or Shadow Bolts to burn things down quickly. Lifetap and healthstones are great as well. I am killing mobs 3 and 4 levels above me without breaking a sweat. The VW takes a pounding from a 4+ mob though.

One of the warlocks will definitely go Demonology next (instant Corruption was first) for improved blood pact and healthstones. Not sure what I will do with the other warlock, probably Affliction.