I have both so let me try to compare them for you:
Stats: Rogues are pure STR while Warlocks go either pure INT or hybrid INT.
Survivability: Rogues can tank a bit more with their high HP, but with suicide buffs they die as fast as pure INTs. Warlocks have all these nifty attack stoppers, debuffs, cleric sub, and a shield to survive with, so they are the best pure INT at surviving, surprisingly enough. They have the ability to attack cancel, freeze enemies in their tracks, lower their attack and defense, slow their movement down, and raise potion delays. Very nice.
SP farming: Rogues need way less SP if you only take one weapon. Warlocks need almost every single goddamn skill in their book, so be prepared for lots of farming for the cleric sub and the warlock skills.
Leveling speed: Rogues get insane exp with their long range and high hitting attacks. With Xbow extreme on, they can one or two hit monsters that are 5 or more levels above them without a problem. Warlocks can do this too; they can cast DoT skills and a finishing nuke to kill, but it's a bit slower. Warlocks also inherently get berserk every few minutes, so they are fast levelers as well. Spending half the time in berserk, you can cast DoTs on an enemy and move on to the next one, leaving the DoTs to kill the first one. Warlock rods break fast but their rods now have higher durability after the Legend 3 update. Both classes can die from party mobs and higher at low levels, but later on their soloing abilities are enhanced. They may also be excluded from parties. Rogues can lure monsters (except in group pvp fights, when they can use scorn), and Warlocks can buff people and debuff monsters. Both are underestimated in parties.
Cape PvP: Rogues don't do much damage without suicide buffs on, and when the buffs are on, they die like no tomorrow. A long-time tactic of rogues is to safe zone, stealth, kill someone, and run back in. Do that if you want to be hated by everybody

. Otherwise, rogues can hold their own with crossbow skills that can knockdown and knockback. Good rogues also learn how to combine both Crossbow and Dagger tactics to get a kill. Warlocks can rape everyone up to a degree above them after level 44. Pretty much if you can tank one or two hits from someone and you have good reflexes, you can win as a warlock. You also need the experience and skill to use the ten or so skills needed to win in less than five seconds in a calculated, precise sequence in order to not die. If pulled off correctly, warlocks have near a 95% chance of winning. They have the attack stoppers, debuffs, and offensive power to own people. Holy spell is a bastard though, and watch out for fire/ice wall and those who use cure pills. In both cases, there is no long, drawn out pvp. You win quickly or you don't.
Jobbing: Both classes do well in both jobs. As a hunter/trader, rogues can use invisible and run alongside the trade, being ready to snipe enemies; warlocks can hold their own as well. As thieves, rogues can stalk people in stealth and use hit-and-run tactics to whittle down the enemy ranks. Warlocks may have a bit of trouble with big group battles until they get their AoE debuffs and attacks.
90 cap: Neither of them get a lot of new skills.