I'd get wep, legs and helm with conquest first, that way I only have to buy the expensive gems/enchants once.
(Weapon and trinkets are probably the best things to buy. Getting set gear vs off pieces doesn't really change anything, they are all the same ilevel upgrade. Weapon brings PvP power and weapon damage to the table, and on-use/proc trinket gives a big burst increase).
I went with mh oh, head, shoulders, chest so far since those arent nalak drops. I have relic as well so that saves some conquest. What pve items are you referring to?
he added the gloves in there because of 4pc bonus, you should get that next.
pve gear wise.. i don't know of anything in LFR outside of trinks that will work out to be much better than 496 pvp w/ arena ilvl squish, 476 gear however... anything is probably better, likely what he meant since you'll run out of conq.
I actually meant that there are 496 PvE items better than the 496 PvP items, mainly due gem slots and better itemized stats (more mastery) on them.
A minor difference, going full PvP works fine as well, but if you really want BiS as a warlock, you'll be using a bunch of PvE items. Now, I'm not sharing my BiS list yet, it took ages to figuring it all out, but if you are somewhat aware of the stat weights, it shouldn't be a problem to figure it out yourself