Mage versus Lock? I tried both. I still play the lock. Now as to why?
If you are going for XP over Time, in other words you're looking at your XP per hour as your basis for your decision (which, let me point out, is rather stupid - go with which class suits your playstyle the best). Having said that, Warlocks have a higher XP/Hour than almost any casting class. Especially Affliction Warlocks since we can Syphon Life, Drain Life, Drain Mana and Life Tap to ensure both Health and Mana stay full at nearly all times. For xp/hour I don't think any class can beat us.
Still, try both Mage and Warlock for twenty levels and see which you enjoy more.
PS (An Edit): I like Warlock more because there is just something uplifting about being in PVP, getting your butt kicked as time rolls on and then when you are down to about 10% health, knowing you are about to die and unable to cast anything but an instant - and seeing your enemy drop dead as your multiple DOT's do their damage on that final tick. Makes me all tingly inside.
Edited, Jul 24th 2007 10:10am by vyodar