Well, Detect Magic, DR 1/cold iron, and Deceive Item are going to be a part of the character assuming the prestige class requires at least four levels of Warlock. While Detect Magic is pretty darn useful, Deceive Item is REALLY important for wand use, so this is a good thing.
Personally, if I were to play a Warlock (and I've been seriously considering it), I'd go Warlock 20. Fiendish Resilience is pretty darn nice, but with Deceive Item any wand with a cure spell will do the trick as well. Energy Resistance is also pretty nice, but again, a wand with resist energy or protection from energy will duplicate this class feature. Imbue Item, however, is freaking amazing. If you take Craft Wand or Craft Wondrous Item (the better choice in my opinion) you're set for crafting any magic items you need provided you have the Caster Level.
But the best reason to go straight Warlock is maximized eldritch blast and invocations progression. More damage with your main attack and a wider selection of even more powerful invocations cannot be underestimated.
That said, Acolyte of the Skin is a REALLY cool prestige class that fits in well with the idea that a Warlock's powers are demonic in origin. Of course, you'll never get Dark Invocations if you get all 10 levels in Acolyte, which means you miss out on some really good stuff.
The Blood Magus and Enlightened Fist aren't bad, but some of their abilities don't work with the Warlock.
The Green Star Adept works well with the Warlock, if you can get past how freaking weird that class is and the fact that it lowers your Dex (harder to hit with Eldritch Blast). It is a more melee focused class, however, so Hideous Blow would be a good invocation to take.
The Mindbender is a good prestige class for anyone (Warlock or otherwise) who wants to focus on charming and domination. Also, the Warlock's Beguiling Influence Invocation and the Mindbender's Skill Boost stack, so you can get some really high Bluff, Diplomacy, and Intimidate scores.
The Wild Mage is the only class the Warlock can get that has full caster progression. This means you'll get the maximum eldritch blast and the maximum number of Invocations with Wild Mage levels. It's unclear if the Wild Magic ability affects eldritch blasts (though I'd say it does), however, and the Reckless Dweomer ability is useless to a Warlock.
