If it were me, I'd do the first option to get my team together in levels as quickly as possible and move forward with them.

Of course you can do both for variety and experimentation. I wouldn't pair the warrior with a rogue though. Two melee characters are not easy to do and not worth the effort in my opinion. Plus I think the styles are too different between these two classes. I'd hate to be trying to concentrate on both rage generation and combo points at the same time.

The warrior and a warlock would be fine I think. While the warrior is charging in to engage a mob, the warlock can follow along behind dotting it up with his instants. His pet can help on the warrior target, offtank other mobs, take on adds, etc.

I played a warrior/priest/mage trinity combination for a long time and had fun with it leveling to 70. It could get hectic at times with three classes. The priest usually just healed. My current team is a shadow priest and 2 Warlocks. I've found this to be much easier to deal with and less stressful. A lot easier than the trinity for taking on multiple mobs and adds.