Warlock's Voidwalker Pets
At level 10, after completing a quest, you will be able to summon the Voidwalker. This pet is a tank, meaning he can absorb a lot of damage, but is not very useful at dealing it. The key ability of the Voidwalker is Torment, an ability which acts as a taunt. What that means is that he can cause monsters to find him more threatening than you. That is a good thing, as letting the Voidwalker absorb damage will keep you from having to, and he has much better armor. And if it comes down to one of you being killed...well, better him than you.
Later abilities of the Voidwalker include Sacrifice, which kills the Voidwalker to give you a stronger version of the priest spell Power Word: Shield, Suffering, which is an AoE taunt, and Consume Shadows, an out of combat pet self heal. Sacrifice can be particularly useful if your Voidwalker's health is low and he's about to die regardless.
To summon a Voidwalker, you will need to use a Soul Shard. If you don't have any, you're stuck with the Imp until you get one. For this reason, it is best to always have a few Soul Shards handy in case your pet dies, and you need to replace him. Beginning with patch 1.12, a soul shard is refunded to the caster any time a summoned pet despawns rather than dies (for example, if you move too far from your pet).
The tactics used with the Voidwalker are usually centered around letting him take the damage, while you hurt the monster in a controlled manner. After ordering the Voidwalker to attack your selected target, most experienced Warlocks start out with Curse of Agony. Using Curse of Weakness is not normally effective when soloing because while it decreases the amount of damage the target does per hit, the lack of damage from not using a Curse of Agony means the battle will take longer and the monster will get in more of those hits. The net result is a longer battle with the same or more total damage done to your Voidwalker. Curse of Agony is applied before the other DoTs because it takes the longest to complete its full duration (24 seconds). After Curse of Agony comes Corruption (18 second duration at most ranks), and then Immolate (15 seconds for full damage).
This DoT order has several advantages. First, it ensures that full damage from all the DoTs is done in the shortest amount of time. Second, it does the least amount of damage in the beginning. Neither Curse of Agony nor Corruption do any damage for 3 seconds after you cast them, and Curse of Agony starts off slow. This allows your Voidwalker to get a taunt in before you start really pissing off the monster. Third, it allows you the most flexibility. It's not uncommon for your Voidwalker to have his taunt resisted, but since the damage you've done is so low in the beginning, the monster might not turn to attack you. Even if it does, it won't be hard for the Voidwalker to get aggro back. If you see your Voidwalker being resisted, you can always hold off on Immolate until after he's built up more threat.
The strategy of finishing off the monster after this depends on the talent spec of the Warlock. Affliction Warlocks will use a combination of Life Tap and Drain Life to do additional damage while restoring health and mana. Destruction Warlocks will use a combination of Shadow Bolt, Conflagrate, and Immolate to finish the monster off a good deal faster, but without the replenishment.
In longer fights, you may need to use Health Funnel to give your pet some needed life, but be aware that those heals will raise your threat level a good amount, and may result in the monster going after you.