There are a couple themes in the warlock class. The big one, in my opinion, is "Curses." In fact, warlocks have access, in one way or another, to every curse spell in the game save Contagion. They have a signature curse spell no one else has - Hex - and that's pretty much a staple of the class. And, of course, eldritch blasts. As an aside, they're also pretty good with necrotic damage - most of the direct damage spells they have deal that. Think of warlocks as the archetypical "dark magic user." You're a fiendish warlock, a wicked witch, a Call of Cthulhu style occultist.
In many ways, you're like the mirror reflection of the paladin. Where as the paladin is a mix of Fighter with Holy Magic, you're a lot like a mix of rogue with Unholy Arcane Magic. In the book of vile darkness, they talk about how there are three "evil virtues" - Destruction, Corruption, and Domination. So, when the paladin upholds the virtues of Purity, Justice, and Mercy, the warlock embodies the dark vices.
Fiend warlocks specialize in direct damage and, ah, retributive spells I want to call them. Things like Hellish Rebuke, Fire Shield, Armor of Aragyth. You hit me, you suffer. They get a few AoEs, but those are pretty negligible beyond fireball. Their big thing is being close to the front line and being a damage dealer, soaking damage via THP. This is also a big one for being vampy, and, by vampy, I mean energy drain style.
Fey warlocks get teleports, illusions, and charms. They're the ones that mess directly with your mind. I like to think of them as anti-bards, all the charm and illusions, but focusing on debuffs instead of buffs. They're great at mobility as well - between the teleports, or the level 1 point blank "everyone is charmed and thus can't hurt you" effects. Their level 14 capstone is a pretty awesome ability - its basically a renewable save or die effect, the ultimate in single target illusions.
Great Old Ones are miniture psions. They're the best ones with all the mind control and "contact" spells that AmerginLaith mentioned, especially since the level 1 telepathy bypasses the whole "must understand your language" requirement. They get a lot of control spells, like Hunger of Hadar and Telekinesis, to literally lock down the battlefield with difficult movement and force pushes. I'd love to see Mind Blast here.
The last theme, tied into the invocations and patron abilities, is "self transformation." A big thing with the patron themed stuff is that you become more and more like your patron. More fiendish. More fey. More, ah, aberration-like? That's why there's Alterself and the polymorphs.
Anyways, when you're picking spells, that's the things you look for, depending on what path you took. Mind control, curses, distractions, destruction.
So far, I've talked about theme of the class. Another thing that the class -mechanically- lends itself to is At-Will castings. You generally want things that are long term buffs or debuffs, or repeatable. That's important to a lot of warlocks, since they have so few spell slots.