My Paridon campaign here at ENWorld is one way to do Ravenloft, but definitely not the only way. Check my sig for details.
Regarding Dread Necromancers and Warlocks: Necromancy is evil, and evil is simultaneously rewarded and punished. A Necromancer may quickly find himself changing to fit the undead or somesuch monstrous transformation. I wouldn't recommend a Necromancer PC. Warlocks, on the other hand, might not perform evil acts, but folks in the Demiplane of Dread already don't trust wizards; warlocks might very well result in torches and pitchforks if they don't keep a VERY low profile.
Anyone is allowed access to good and evil in Ravenloft; that's part of the allure of the world. A person's innocence and good status is not the result of being insulated from evil. It is the result of conscious choices to stay on the path of good with every step. Temptation is very much an important aspect of a Ravenloft campaign. You always want to be sure that evil acts--and only acts earn changes, not thoughts--always look like a choice with benefits. However, giving in to evil acts only increases one's removal from society until they literally become a monster.
Why are you interested in there being a Dread Necro or Warlock PC in the campaign? What are you looking for in the campaign?
Here's a quick rundown of my tips and tricks for running a Ravenloft campaign:
1. Focus on perceptions and emotions. Don't just describe what they see; describe what they sense. In my Paridon campaign, for example, there is a dangerous alchemical substance running around. It looks like pink crystals, feels sticky and gritty, smells like roses and sweat, and tastes like cherries and raw meat. If I stopped at "pink crystals," it wouldn't pack nearly as much emotional impact.
2. The game is about the decisions we make. Never force someone to perform an evil act. It must always be a conscious choice. Similarly, avoid the "damned if you do, damned if you don't" situation where only evil choices are possible. A person should always be able to choose the good path--it can be expensive, cost the person everything. But it must never be impossible to choose.
3. Don't forget the good. In Gothic horror, it is easy to simply have evil everywhere. However, conversely, good must be somewhere. If there is no good to fight for, there is no reason to fight. That's not horror, that's despair and uselessness. It's also quite quickly boring and no fun. Make sure there is always something worth protecting.
4. Monsters are people, too. People are monsters, too. The line between a person and a monster is vanishingly thin in Ravenloft. Take time to flesh out characters. Give everyone motivations. Make sure there is a reason for everything. Everything should be the result of conscious choices--see #2. So, everyone needs enough personality to make those choices.
5. There are no fights in Ravenloft, only violent dances. Ravenloft isn't a place for fighting the nameless hordes. When you attack a bunch of mooks, then there is no real decision to be made. This is not to say that you can't fight mooks from time to time, but they need a reason to be there.
Of course, this is just my way of running the game; there are others, as well. Feel free to borrow from my "Paridon: The Dark Metropolis" campaign in my sig. I've enjoyed it immensely.
Have a great time. Ravenloft is a very rewarding campaign world, with lots of interesting stories. I hope you have a great time with it!