World of Warcraft Transportation
Warlock Felsteed
At level 40 Warlocks should visit a Warlock Trainer to receive a quest which sends you to Ratchet to speak with another NPC. Once there you will be awarded the Summon Felsteed skill. When cast it costs a little mana but has a short casting time. Apart from the mana cost it's managed in the same way as any other mount. Dismount and it disappears, hit the summon felsteed skill to resummon. It doesn't require stabling.

At level 60 Warlocks have the opportunity of getting an Epic Felsteed. There is a chain of several quests which are started by a Demon Trainer which call for you to speak with Mor'zul Bloodbringer. From that link follow the ' next quest ' links to see the entire quest line with maps. ~ Source: DrunkCajun

In a nutshell, these will call for you to collect all sorts of reagents. Some must be purchased from the quest givers (several hundred gold are required) and others can be gathered (i.e Arcanite bars, Felcloth, Shadowy Power Potions , Xornthian Dust ). After gathering all of these and turning them in, there are two legs of quests left. One to Scholomance (5-man) and another to Dire Maul, also 5-man.

Paladin Warhorse
The level 40 Mount is free and can be claimed from Duthorian Rall in the Cathedral in Stormwind City. The mount is like a normal mount in the way that it behaves, the only difference being that it is summoned with a spell rather than 'using' an item. The mount costs 35% of your base mana to summon.

The Epic ( level 60 ) mount is not free and involves a long quest chain. This quest starts with Lord Grayson Shadowbreaker, the first part of which is called 'Emphasis on Sacrifice' and required 150g, later parts requiring more gold, goods and quest accomplishments. The final part entails defeating a Deathknight in the bowels of the Scholomance and setting free the spirit of his Charger.

Once the quest chain is completed you gain a new spell called 'Summon Charger' (as opposed to 'Summon Warhorse' for the lvl40 mount). The casting time and mana cost of these two spells are exactly the same, 'Summon Charger' mount has the speed of an Epic mount (+100%). Like normal mounts, you have to re-summon these mounts every time you wish to use them.

No stabling is required as it is a spell. ~ Suicidal Zebra