I use 2 fire locks and a fire mage. The DPS synergy is nice but since I only have one mage it takes awhile to get the scorchs buffed. I see my mage out damaging my warlocks on trash but then my locks pull ahead on bosses. I had a hard time keeping mana usage sync'd but by adjusting spell selection and /castsequence macros they are working out nicely together.

Tbh i'm an advocate of 'less classes, keep things simple" but fire mages and destro locks have a very similar play style. However I noticed a talent or something in Wotlk that gives locks a big fire dmg bonus after dealing shadow dmg. That turned me off pretty bad. I was already thinking about replacing my locks and mage and that might be the nail in the coffin. Blizzard balances things keeping all potential buffs in mind, so what you'll see is gimp lock DPS unless you are twisting your spells to take advantage of that talent.

On a related note, my destro lock really doesn't out-do anyone on the meters unless I have 5 scorches up, COE, immolate and Demonic sacrifice. Even then my lead shaman gives her a run for her money and the lock is better geared. It's just another reason stacking shamans is so good. The game is balanced with all buffs/debuffs in mind so you don't NEED anything using shamans. A bunch of locks using improved shadow bolt would be sexy too. Keep stuff like that in mind when making class selection for your dps.