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If it's the ham / stun stuff that gets you, become a FAP addict (free action potion).
Can't use in arena
Warriors have a few ways to go temporarily immune to fear. Rogues have CloS which wipes all dots and makes them resist 90% of magic effects for 5 seconds.
Theres also diminishing returns, which you have to understand (10 seconds, 5 seconds, 2.5 seconds, immune, with a 15 second reset from the last fear). Ideally you're not fearing the target more then twice, then you have ways to not use fear for 15 seconds so the DR resets.
Warriors can talent into deathwish, which makes them do 20% more damage and go immune to fear for 30 seconds, but they take 5% more damage. Still most warriors will pop deathwish before fighting you as a warlock, so you can't rely on fear at all in most cases. They can also pop berserker rage from berserker stance, which most warriors will fight you in, again making them immune to fear, but this is only 10 seconds with a 30 minute cooldown. I believe you won't see this in arena, I forget the cooldown timer restriction, I think its 10 minutes. Recklessness is another 30 minute cooldown from zerker stance, making most attacks crit, becoming immune to fear for 15 seconds, but taking 20% more damage.
My best advice is to duel....alot. Hang outside your major city for hours and duel anyone who's level 70, over and over and over. Dueling is great practice for learning other classes. Find out what abilities they're using and how to counter them. Read up on other classes, read their basic PVP strategies. Read how they would beat you as a warlock.
To beat a rogue, I lay enough dots, fear and drain tank, this forces them to cloak of shadows earlier then they like. You need to run away for 5 seconds, then 180 deathcoil (count down in your head). You also get some visual indicators, their character model turns a dark shade of grey, and all your dots are wiped off the target. The second you see those dots get wiped start running, because thats 5 seconds you can't do anything. If you have tons of mana you could try spamming curse of exhaustion a few times, it has a 10% chance to hit still, but I just run. YOU NEED DISTANCE BEFORE THEY POP IT. If you're crip poisoned and they're right on your back, you can run but they're right behind you stabbing you. Its best to force them into CloS when they're either feared or being kited with CoEx. Rogues are a tough fight, try to duel 50 rogues with this advice though and you will get much better against them.
With warriors, you need to maintain huge amounts of distance on them. Curse of exhaustion is 36 yards, theres no reason to PVP without CoEx and grim reach. CoEx -> 36 yards, intercept -> 25 yards. If they get close enough to intercept->hamstring and you're trinkets blown, gg. Kite them for a while with dots and CoEx, then just turn around and drain tank them. When they pummel (locking your shadow tree), immediately switch to 2-3 searing pains until your shadow tree comes back. Again, go duel 50 warriors and you'll get alot better.
Thats my best advice, go fight a million duels then do it some more.