Warlocks play very differently from traditional casters. They’re far more limited in capabilities than even battle sorcerers, but they are also among the most reliable classes out there. Your party can expect you to do certain things at any time and any number of times and you will not disappoint. Spamming is the name of the game with Warlocks, so have at it. Remember: if your invocations are dispelled, you can always replace them.
One other thing that’s different about Warlocks is that their role changes as they advance in levels. Most casters improve on what they can do from level one, doing the same objectives in new or better ways. Warlocks gain access to whole new functions as they advance. This is what I will largely be addressing.
Level 1:
Your first invocation is important. If you take an Eldritch Essence or Shape invocation, then you’re focused on blasting for now, no way around it. Sickening Blast acts as a small debuff, but you’re still blasting. This is fine. Unlike a wizard or a sorcerer, you can do this at low levels because you’re never going to run out of ammo. You’re doing less damage than the Fighter, but again, that’s fine. It’s his job to provide the big damage. Your job is to bring reliable damage (even at low levels, touch attacks are noticeably easier to make). This is true of all Warlocks at level 1, no matter what invocation they chose. I personally would choose another invocation at 1st level from a blast-modifying one just so you have a little in the way of options.
Level 2:
You get your second invocation. Again, I would personally choose one that’s not blast-modifying (I’ll explain later why), but it’s your choice. Use your invocations as you will. On the blasting front, nothing has changed.
However, you just gained another new ability that is possibly more important. Detect Magic is a fantastic ability to have at-will. Outside of combat (and occasionally in), spam it. The applications are great. Scan all of the treasure you get. You know exactly what is magical and what isn’t, which can help you out greatly, even if it’s just saving the party wizard time and money when he casts Identify (note: grabbing an Artificier’s Monocle from MIC can let you do all of the identification yourself). Scan doors that you come across for magical locks or traps. This can save some effort on the Rogue’s part as now he just has to disable them. In combat, this can act as a poor-man’s see invisibility (although you may have picked up the real thing by now), but is more important in determining if your foe is buffed at all (no time for the concentration unless you’re undetected). Even in the high levels, this is an astoundingly useful ability.
Level 3:
Well, now you don’t have to worry quite as much about being attacked. Cold Iron is rare, but I still wouldn’t go putting myself in harm’s way. Other than this, your Eldritch Blast damage has increased and that’s it.
Level 4:
You get another invocation (if you chose Summon Swarm before, this is a good time to swap it for a different one), but you had better have been investing skill points into Use Magic Device. Now you are more reliable than ever with this. Expect to be handed any wands or scrolls from obscure spell lists as well as any items with special requirements that nobody fulfills. You don’t really get new capabilities, but now you are the official toolbox for the party.
Level 5:
Your Eldritch Blast damage increases again, but otherwise, nothing new.
Level 6:
Your invocation options have just changed drastically. If you choose, you can dispel magic in a couple of different ways. Combined with your Detect Magic ability, you can take care of some magical traps from a safe distance (very few have 30ft range) or you can debuff foes. Charm and The Dead Walk can create allies from foes (one for living, the other for dead). Fell Flight and Flee the Scene both add quite a bit of maneuverability to you while Walk Unseen is unmatched in duration for invisibility (at least until Superior Invisibility comes on the scene). Wall of Gloom is the first battlefield control invocation available, but it takes a bit more effort to use effectively. Eldritch Chain can be handy later, and this is possibly the only blast shape invocation I would actually pick up as an invocation known. Also of note is that you can now select the Extra Invocation feat to gain a new Least Invocation.
Level 7:
Your damage reduction increases a little and your eldritch blast damage does as well. Other than that, you’re playing the same game as before. It’s probably a good time to lay off the blasting unless you have nothing better to do, since your damage is fading in effectiveness quickly. Your damage is still incredibly reliable, though.
Level8:
Another invocation to expand on your abilities, but you also gain Fiendish Resilience. How you use it is up to you, but a free 20 points of healing each day isn’t bad. Also, if you decided to go the Glaivelock route, you can now make a second attack, which is handy.
Level 9:
More EB damage and otherwise nothing of note
Level 10:
You gain energy resistance to two types of your choice. This is a nice little feature, although not necessarily a strong one. You’re a little more resilient is all. Far more important is the additional invocation.
Level 11:
Now things are getting more interesting. You gain some options in what you can do but the biggie is Battlefield Control. All but one of the battlefield control invocations is Greater grade and now you have access to them. Now you can do it almost as well as the Big 5 and are probably better at it for large-scale battles due to your ability to spam. The only battlefield control Eldritch Essence is now available (Repelling Blast) and is well-combined with Eldritch Chain (by now, you know my personal stance on these). You have a couple of other options, but those are mostly just slightly better versions of earlier invocations. The exception is Vitrolic Blast which once again makes blasting attractive (with it ignoring spell resistance and doing ongoing damage). Now you can use the Extra Invocation feat to grab Lesser Invocations as well. Finally, your Eldritch Blast damage and DR both increase.
Level 12:
If you were taking item creation feats, now you get a nice, juicy bonus. You can create magic items like the Artificier, so be prepared to fill special orders if you did. If you didn’t take any item creation feats, now might be a time to pick up one or two (Scribe Scroll is always handy)
Level 13:
A new invocation, but your fiendish resilience doubles in effectiveness. Now you heal 40 points of damage for free each day (although it’s all in one go).
Level 14:
Another die of EB damage and nothing more
Level 15:
Yet another point of DR. Nice, but it hardly matters at this point. Again, the new invocation is far, far more important. Glaivelocks can make their third attack now.
Level16:
Welcome to the scene Dark invocations. Warlocks actually get access to their strongest invocations before Wizards get access to their strongest spells. My personal favorite of the new options is Word of Changing, but arguments can be made for Utterdark Blast (making blasting worthwhile again) and Retributive Invisibility (if you’re blasting at this point, might as well go after their lowest possible AC). Probably the single biggest new option for you is Path of Shadow. Long-range movement is something that most other casters had to hold over your head, knowing you couldn’t do something similar without resorting to items. Now you can take the whole party along at-will for some quick travelling. Oh, and the Extra Invocation feat can now net you those Greater invocations.
Level17:
An extra die of EB damage and nothing else.
Level 18:
Another invocation and Fiendish Resiliance now heals you of 100 points per day. Not bad.
Level19:
Another point of DR and that’s it.
Level 20:
You get another invocation, an extra die of EB damage, and now your resistances double…to 10.
So, after level 12, I would personally look for a full casting PrC that you qualify for. Unfortunately, there aren’t many out there.
Now, I kept saying that I wouldn’t pick up Eldritch Essence or Blast Shape invocations. The reason why is in Complete Mage. Rods of Eldritch Power let you use a blast shape or essence invocation 5/day, although it takes a swift action to activate. This means that you can pay gold for invocations and frankly, most of the blast-enhancing invocations are very situational on when they’re effective. The only invocations that you can buy and I would actually select to know are Eldritch Chain, Vitrolic Blast, and Utterdark Blast because they are so useful in so many situations.
Note: the above is my personal view on the subject and is meant to be a general guide on the matter, not optimization advice.