Warlocks rely on two main stats, Intellect and Stamina. Their Intellect increases their mana pool and spell critical rate while Stamina increases health. Health is very important to a Warlock as the more health they have the more they can Life Tap.
Strength - Increases your Attack Power thereby increasing your damage. Strength also increases the damage that you can block with your shield. Not at all useful for a Warlock
Stamina - Increases your health points. This is critical for Warlocks since it's the biggest bonus to defense you can get (outside of Armor which is hard to come by with cloth) and it is very important for Life Tap.
1 Stamina = 10 Health points
Intellect - Increases your mana pool and your critical hit chance with spells. It also increases the speed at which you earn weapon skill points. With Warlocks since mana is the most important stat they have, it is essential to max out as much as possible on Intellect.
1 Intellect = 15 Mana
100 Intellect = +1% to critically cast spells
Spirit - Spirit raises your health and mana regeneration rate. While it is noticeable at higher levels, it takes a significant number of points in this to regain mana quickly enough that you will not want to stop and drink to gain it back. Life Tap though makes Spirit pretty useless when you can instead increase your health and get a better mana regen with Life Tap.
Agility - Agility increases the following: attack power with ranged weapons, armor, critical hit chance and your chance to dodge attacks. Useless for a Warlock, although the armor is a nice bonus.
2 Agility = 1 Armor point