I always go well balanced on my Warlock. Even. Armor and agility, slightly higher recovery. In some situation I switch it up, such as going higher agility in the abyss. Or higher armor on some nightfalls. However, typically in games I like running a fast character with high enough agility and dodge chance that i don't get hit. I try to get decent armor as well but nothing that will slow me down too much. Sure, it hurts more if enemies hit me, but that's a big If. I also tend to run a healing class (preferably a combat healer so I can be close to The fight and still support very well), so any damage sustained is quickly negated.