When you see the Warlock casting Fear at you, buff yourself with Fear Ward right before their spell ends. (You don't want to leave Fear Ward up on yourself as they warlock will likely have their Felhunter devour it before it can be used; only cast Fear Ward right before it is needed).
Many affliction warlocks will open with casting Unstable Affliction against you. Interrupt Unstable Affliction every chance you get, and keep the warlock moving (and casting instant cast spells). A warlock's DoTs are easily dispelled by you (without Unstable Affliction on you).
If you see a warlock casting Shadow Ward, dispel it right away (if you rely on doing shadow damage).

Fade will sometimes cause a pet to stop attacking you. It is also useful as dispel-fodder for a felhunter that may be munching on you (you can use rank 1).

Psychic Scream, if it lasts the full time, can yield the opportunity to get 2-3 Mana Burns off. If you can wear a warlock's mana down, s/he will likely have to Lifetap to get some back.
Don't use your trinket on Deathcoil. Save it for longer-lasting fears (Fear, Howl of Terror).
Be very careful with dispels if you are up against an Affliction lock. If you cast Mass Dispel and it removes multiple instances of Unstable Affliction, you could easily blow yourself up. Even the silence effect from an accidental dispel of Unstable Affliction can mean your demise.