There are a few nice neck pieces pre-Naxx that are good to keep an eye out for. Emeline's Locket is my personal favorite, for the hit rating and the gem slot, but if you manage to get into a Heroic Culling of Strat run (which you really should try to do almost as soon as you hit 80. Heroic isn't much more difficult than normal so long as the group isn't attempting a timed run,) then the Necromancer's Amulet is a good alternative. Of course, if you happen to get lucky in 10-man Obsidian Sanctum, then the Circle of Arcane Streams blows them both out of the water!
Shoulder pieces are slim-pickings, but if you look carefully you can find a gem or two. The Runecaster's Mantle is a random drop in Heroic Utgarde Keep, and I don't know if I've ever been there without seeing it drop at least once -- sometimes twice! The Mantle of Deceit is my personal favorite pre-Naxx piece, and has a very good chance to drop off of Mal'Ganis in Heroic Culling of Stratholme. The Dark Runic Mantle, a frequent trash drop in either version of Halls of Stone, is also an excellent choice.
Back pieces are dismally difficult to acquire early on. Even after running Naxx several times I've yet to upgrade from the level 78 Cape of Seething Steam out of Halls of Lightning. And by all rights, there isn't much in the way of level 80 capes even after you get into Naxx. My advice here is to figure out your preferred method of acquiring the Deathchill Cloak (crafting, purchasing, begging friends...) and start working on getting it. But you'll likely be well into Naxx before you've got your hands on that particular purple. I myself still have about 100 quests left to do before the trainer will teach it to me.
For a chest piece, the Ebonweave Robe is my favorite by far, both because of the massive hit rating, and because it got me a skill-up for my tailoring. However, the mat requirements on this one are steep, and I must admit that I had a Naxx run or two under my belt before I got hold of this piece. The Robes of Crackling Flame are an excellent alternative, despite the somewhat taboo presence of Mana-Per-5. Given how quickly reputation gains occur if players consistently wear a single tabard, most will probably get exalted with at least one if not two before they head to their first Naxx run. Easier still are the Water-Drenched Robe from Heroic Violet Hold, which are more than adequate for Naxx.
Best wrist piece grab before getting in LFG for Naxxramas is the Azure Cloth Binding, off the last boss in Heroic Violet Hold. It has an almost 1-in-4 chance to drop, so your odds are pretty good if you can head in there every day. Lady Luck likes to play coy sometimes though, and if she's not being very kind to you then just ask your favorite tailor to make you a pair of Black Duskweave Wristwraps They'll suffice for getting started in Naxx.
Best way to stylishly keep your hands warm while in Northrend is with a good pair of Ebonweave Gloves. They're much cheaper than the Ebonweave Robe, so if you've got a tailoring friend, the hit rating on the gloves is really astounding. That doesn't mean, though, that the cost is insubstantial. So, if you'd rather go a more economic rout, Heroic Culling of Stratholme again has something to offer us with the Gloves of Distorted Time, which drop off of the third boss.
In my humble opinion, the Plush Sash of Guzbah for your waist should be the first piece of badge gear acquired by any warlock. If you've already spent your badges on something else, though, or just don't have the 40-badges to spend, there are good alternatives. The Belt of Unified Souls drops off the first boss, Meathook, in Heroic Culling of Stratholme. And for those willing to farm up some tailoring mats, the Deep Frozen Cord is an excellent piece.
Wearing pants is important, at least that's what the judge told me, and there are several good choices to pick from. The last boss in Heroic Utgarde Keep drops the Breeches of the Caller. Or, if you prefer straight up stats to gem slots, the Black Duskweave Leggings are easily acquired from your neighborhood tailor for a modest fee. The titanic spell power offered by the Opposed Stasis Leggings is also a good alternative.
Feet pieces are some of the more difficult to find in these days. If you rushed to get Wyrmrest Accord reputation for that sexy mount, then the Sandals of Crimson Fury are your best bet. If the dragons weren't your first choice for reputation grinding, however, then the Cleric's Linen Shoes out of Heroic Nexus have a very decent chance to drop off of the faction contingent boss.
Rings are a tricky business, since you need two of them and most are unique-equip. It's also one of the easiest slots to find an epic for. Personally, when I was gearing up for Naxx the first thing I grabbed was the Signet of Hopeful Light from being exalted with the Argent Crusade. But then, I have a freakish compulsion to get exalted with any Argent faction – probably rooted in subconscious guilt over my demonic ways. There are also some good choices in heroics, with the Band of Guile and Annhylde's Ring dropping from Heroic Culling of Stratholme and Heroic Utgarde Keep respectively. And of course, for people who know a friendly jewelcrafter, the Ring of Northern Terrors is a pretty sweet blue.
Trinkets are a lot like rings; the fact that you need two of them makes it a little more work to fill both slots, and there are fewer choices out there for trinkets than there are for rings. The Sundial of the Exiled will likely last you through Naxx and beyond if you've got the badges to spend on it. The Mark of the War Prisoner from Heroic Violet Hold, or the Tome of Arcane Phenomena from normal Oculus are both fine choices -- though the Cannoneer's Fuselighter from questing in Icecrown served me well until I upgraded it in 25-man Naxx.
Your best bet for a wand is the Wand of the San'layn off of the first boss in Heroic Utgarde Keep. It's one of the best wands available prior to Naxx, and it's exceedingly simple to get. However, if you've had bad luck with drops, or just can't stand Utgarde Keep, Iceshrieker's Touch from questing in Storm Peaks is a viable alternative.
Quest gear is the order of the day if you're looking for a weapon of any kind at the preparatory stage. The Chilly Slobberknocker from Amphitheater of Anguish and the Stave of Youthful Sorrow from Tirion's Gambit are roughly equivalent, depending on how you plan to itemize. And if the third boss in Heroic Culling of Stratholme happens to drop the Sempiternal Staff it's a good upgrade to the Slobberknocker if you've managed to find hit rating somewhere else. In the case that you've already got a one-hander you really can't let go of, then Telestra's Journal off of Telestra in Heroic Nexus is a great piece. Check out page 37 for a juicy bit about her crush on Rhonin.
And that's the skinny on pre-Naxx gear for warlocks. Keep in mind this is intended as a brief rundown of good preparatory gear for each slot, and that I've largely omitted any gear that can only be attained through instances I consider difficult for a freshly minted 80. This is just a guide for those looking to replace a particularly low-level piece of gear, or who are trying to get into raiding for the first time. That said, if you manage to deck yourself out in gear from this list, then Kel'Thuzad will be shaking in his chains once you step into Naxx with a bone to pick.