This is one area I didn't spend much time using/researching with my warlock. I went with wands as early as possible. You can find wand vendors in most towns. They never run out of charges, are good close or ranged, and no mana requirements. I used the wand quite a bit in those tough fights where pet died and I would run out of mana.
I never did find a decent offhand item, but the firestones seem decent (start at level 28). I am not sure on the proc rate though. I didn't make it to 28 to test it out.
I found that wand is your best damage dealer weapon, then just use whatever gives you the best stat increase to hold. I usually walked around with my fishing pole :)