Warlocks are great damage dealers. I would think you could get some pretty nice synergy going if you had a full Arcane Mage, a Warlock (using Curse of Shadow), and a Shadow Priest. Get a healer, and set the Priest to shift out of Shadow Form if an off healer is needed. Only problem is that the Arcane Mage and Shadow Priest don't "come in to their own" until post 40.

I like the Shaman for a couple reasons. I really think Tremor totem is a necessity for some encounters, Totem of Wrath, Reincarnation, emergency healer, emergency rez, etc. I'm not too concerned with CC and will rarely even use Poly except for the occasional 4-pull in Uldaman, Mara, etc. when the mobs are 2-3 levels higher. Then again, I haven't really played a Warlock much to really appreciate their abilities either.
Elemental Shaman is great. He operates on the same level as other casters, and doesn't have to shift otu of Shadowform/Moonkin to toss an emergency heal. Granted, he goes OOM much quicker if he's spamming heals.