actually Gul'dan was the first warlock and he was a warlock way before blizzard even invented night elves back in Warcraft 2

and he was an orc

In truth it is Sargeras who was the first warlock madd long ago. N i believed it was the eredar who then became warlocks.

[quote]
actually Gul'dan was the first warlock and he was a warlock way before blizzard even invented night elves back in Warcraft 2

and he was an orc[/quote]

Indeed, but it was Kil'Jaeden who taught him, who was (and still is) an eredar (=corrupted draenei -> draenei warlock? XD). But he learned it from Sargeras, and he was a Titan who turned bad because of the Old Gods. So you see the very first warlock was a god, moreover, a multitude of gods, so my fellow warlocks, we should be very proud of our lineage. :D But the first conventional warlock was probably Kil'Jaeden and Archimonde.

About the topic: if you're thinking about which race is the best for a warlock, then you're not playing the game, you're a fanatic with no life at all. Choose whichever you like the best.