At 40, buy your Warlock mount.
Why? It's cheap and provides the 75 riding skill for free. It's like 3 gold or something? Get that as soon as you hit 40 and go to your trainer. It's right there when you train your spells.
Another reason to forget the other mounts.
All the other level 40 mounts are ugly. The skeletal horse is by far the ugliest level 40 mount. The kodo mount is ok, but pretty plain looking. All of them kind of suck (the raptor is OK, IMO, as is the kodo but still kinda suck).
At level 60, the other mounts looks simply AWESOME. The level 60 Warlock mount is still better, but you can now get the other mounts alot easier. Either by getting the pvp marks, or grinding out exhalted with another city.
But, if you don't get the Warlock mounts it means you don't take pride in being a Warlock.. and that's a sad thing to hear.