The dog doesn't talk, which I like...
The succubus is a cheap hooker, and the butt-slapping thing is, while funny, too frequent, so your whole raid is sitting there gearing up for a server first and... "oooOOOoooh...*SMACK* UNH!"
Classy.
The Felguard sounds like the guy from Saw, except you can banish him and nuke the silly son-of-a-gun who thought Demonology was a good PvP spec...
The imp is impossibly irritating. I keep him phased out, not so he doesn't die, but so he doesn't TALK.
And, yes, the voidwalker is a riot. He is surly, mostly quiet, and doesn't gripe when you tell him to do stuff.
And, inexplicably, if you know how to use him, the VW is the single most useful tool a warlock has in a five-man instance. Better than seduce, better than blood pact, better than that silly charge stun thing the felguard does... he is primo. And when he's about to die... bubble and bomb :)
Remember, a good 'lock out DPSes ANY OTHER CLASS. Bar none.