I'd recommend Affliction or Demonology for leveling... I personally prefer Affliction, but it's a toss-up: some people say one's better, some say the other.
Affliction focuses on doing damage through DoTs; it enhances your existing DoTs, gives you Dark Pact to sustain mana through long boss fights/grinds, gives an instant AoE Fear (Improved Howl of Terror), and gives you two more DoTs (Siphon Life, Unstable Affliction). It's the "you die slowly and painfully" tree.
Demonology plays a lot like a hunter. You beef up your pet, send 'im in, and sit back and throw a few spells at the target. Demonic Sacrifice can allow you to do some sick damage, as long as you can go without your pet for a bit; this is (IMO) best used while in party. Demonology gives you the overall best survival tools (Improved Healthstone, stronger pets, Soul Link, Master Demonologist), and some impressive self-buffs while your pet is active (Soul Link, Demonic Tactics, Demonic Knowledge, Demonic Resilience, Master Demonologist). It's the "Hahaha, you can't kill me!" tree.
Destruction plays a lot like a fire mage: blow stuff up. A lot. It's very mana-inefficient, and you'll find yourself Life Tapping and drinking/eating a lot. It's potentially the highest damage a warlock can do in a raid (0/21/40; sacrifice Succubus or Imp and blast away), but that depends a lot on your gear, as a high crit rate is needed to take advantage of Ruin (25% or better).In my opinion, Destro is a risky spec for leveling (others will argue, but it IS my opinion). It's the "ZOMG BIG DMG NUMBERZZZ!!!" tree.
Try 'em all, see what fits your play-style! There's really not a lot you can do wrong with warlock talents...