A starting point for following Warlock is Marvel's Essential Warlock collection. It's a black and white reprinting of the initial run of the 1970s comic. Unfortunately it doesn't include the two issues of Fantastic Four that presented the origin of Him (proto-Warlock) and two follow-up issue of Thor. Apart from that it's a pretty comprehensive tome, weighing in at nearly 600 pages. It includes:

• Marvel Premiere 1-2
• Warlock 1-8
• Incredible Hulk 176-178
• Strange Tales 178-181
• Warlock 9-15
• Marvel Team-up 55
• Avengers Annual 7
• Marvel Two-in-One Annual 2