Locks get a lot better at 40+ .
At 42 you get Death Coil,its very powerful and useful spell which will save your butt many times =).Around 40+ (cant really remember) you get dark pact.
You also get in those levels Howl Of Terror ,if specced for it ,you can make it instant(40sec cooldown) ,in pvp this is very very useful too.
I almost never use drain mana ,except in arena sometimes.