Honestly, Warlock is easy to win with, but it can only be played one way until you've got some very specific cards.
Just build an aggro deck, and keep your hand full by life tapping as frequently as possible. Two shadowbolts, two mortal coils, and two soul fires should be just about all you need for removal. Then just put in tons of low mana-cost minions so you can play several a turn once you get into the mid and late game. Basically the only Warlock minions worth putting in the deck are Voidwalker and Blood Imp. The rest are really dangerous... I mean 90% of the time when you play a flame imp, your opponent immediately kills it, so you took that 3 damage for nothing. Succubus is even worse, unless it was the last card in your hand. The Blood Imps will keep buffing your attacking minions all game so they can become harder to kill, and your Voidwalker can keep weaker minions with bigger attacks alive longer by blocking for them.
The bulk of the deck should be neutral minions. Shattered Sun Cleric is a must, and it's free. Hand of Argus is also amazing. Definitely throw in Gnomish Engineers, as they're 2/4 and you get to draw a card, so it's like you're playing a 2/4 and life tapping, except it doesn't cost you health... and if you want to life tap in addition to playing it, that option is available to you. Two very important cards are Abusive Sergeant and Dark Iron Dwarf. Both give you a little boost of damage for a turn to one of your cards, which can result in some really nice trades for you (like taking out a 3/3 with a 1/1 or something), plus the Dark Iron Dwarf is a pretty solid minion at 4/4. Divine Shield minions or Harvest Golems are also quite good, as they make a total board clear a lot more difficult for your opponent to pull off. If you have Faerie Dragons, add them too in order to really frustrate any opponent who relies heavily on removal spells. Lastly, throw in Frostwolf Warlords and/or Stormwind Champions to close out the game with. Basically you will be fighting your opponent for board control all game long, and you should win thanks to how many minions you are able to play thanks to your card draw. If you put out a Stormwind Champion while you already have board control, it's pretty much GG.