Not going to lie, 39 warlocks will kill you with a single DOT rotation.
Their pressure:mobility ratio is probably the greatest in the bracket, with hunters being on-par.
Frost mages on the other hand, offer so much more utility through blizzard, frostbolt and roots. Also, they do have a decent burst window, but it's nothing compared to fire mages, whom happen to have one of the largest bursts in the bracket.
Frost isnt countered by FAPs either; a good mage knows they can just polymorph the FAP duration and/or stall for a dispel.
The biggest problem with warlocks is that not positioning yourself properly, or being aware of all the gap closers can really put you in trouble. Whereas as a mage, you can generally escape a lot easier with all of the control you have & blink. However, if you do know the jumps this really shouldn't be a problem, unless you're being hit with hamstrings or wingclips.
Personally, I'd suggest a warlock. Being able to rot an entire team down with instant cast spells is just broken. You're constantly on the move and able to get to point A from point B in no time.