I agree with Desolace. Why have him go to stv where everyone goes. It would be more interesting I think for people to hear about a zone that mostly goes unused these days. Also wsg and ab are most fun in my experience at 29 39 and 49 so you should definitely swing in there.

Definitely Desolace - you get the quest line for the Scarlet Monastery which has some pretty nice rewards in itself. Plus it's something different from the same ole STV...

Exactly! As a Warlock this should be a no brainer. Desolace is filled with demons and fel energy.

Go to Desolace. A bunch of fun demons to enslave. Much fun shall ensue. Everyone who votes STV doesn't understand. :P

I agree, Desolace is much more fun than Stranglethorn Vale. Although the jungle looks great, everyone goes there and it gets really boring after your 4th time or so. Desolace has some very interesting quests and the chain for Scarlet Monastery. Don't forget to pick up the two escorts that go past the Kolkar village and through the demon infested area, although they are 35+ quests. There is another escort quest in the village near Maraudon and some hidden treasure near the sea. I always go to Desolace instead of Stranglethorn Vale, although I do that because of all the gankers in STV.

He'll prolly have to do all 3 zones anyway, since only STV actually has enough quests to get you from 30 to 40, but at some point the quests will be too high level, so he'll have to switch for a few levels.
IMO, STV has the easiest level 30-ish quests. He can get 32-33 there, then move to Arathi and Desolace and do some quests there, then come back, so on and so forth.

also a worthwhile low-level farmable as a lock w/ underwater breathing: big iron fishing pole. no idea what it sells for now, but a year ago it would occasionally net me 100g