Suffice to say, I've played Sorcerers and I've played Warmages. Here's my take on it:
Warmage: great offensively, but there's nothing more pathetic than a spellcaster that can't cast detect magic. Offensive-wise the warmage is great, especially at first level (he can take down a group of orcs with his fireball-esque burning hands + damage from Int modifier). Even cantrip spells like ray of frost becomes useful. But honestly, don't expect anything much more from him. Sure, he can wear armor, but it's not like he can cast mage armor or shield. At higher levels, the Int damage doesn't amount to much, unless you really have an insanely high Int modifier (I mean if you have a modifier of +7, that's more or less something like an additional +2d6 damage at most).
Sorcerer: well, in the hands of a good player (i.e. knows what spells to take), a sorcerer can be great. Of course unlike the Warmage where his spell list is fixed, there's no such safety feature for the Sorcerer. And defense-wise, the Sorcerer has access to good spells like Polymorph, for example, which the Warmage doesn't have.
Here's my take on the Psion and Warlock:
Psion: pretty much like the sorcerer, except for one vital difference; a psion has more versatility in his powers (since they can be augmented or choose a different energy type), but in the long run, a psion manifests less powers (at least manifesting them optimally) than a sorcerer. I mean a psion can easily burn all his power points in three or four rounds. If your GM is the type that gives one big encounter a day, then the psion will really outshine the sorcerer (or even the wizard for that matter). But if your GM gives three or four encounters a day (and one of them is a "really tough" encounter), then the sorcerer will shine in his environment since his real asset is his ability to cast more spells than any other class (except the warmage perhaps).
Warlock: it's good for the opposite reason the psion is powerful; if there's anything that can outlast the sorcerer, it's probably the Warlock. But really, comparing the two, the Sorcerer has a more flexible spell selection and in general more powerful spells (the Warlock has one or two cheesy invocations at least when compared to what the Sorcerer would get). However, if your GM is like throwing you ten encounters a day, a Warlock shines because he's able to consistently cast invocations. But on a round-per-round efficiency basis, the Psion would rank "high up there" (since he can manifest three powers a turn at the cost of a lot of power points), the sorc/wizard/warmage, then at the bottom would be the warlock.