There are lots of conflicting things written but generally what Steel Rain says is more or less the norm.
Wizards are your common or garden purveyor of magic, who has a natural predispostion for it maybe, but must train to wield their skills effectively.
Sorcerors are sometimes said to be the eighth offspring of a wizard, since this greatly enhances the gift of natural magic talent, wizards are often celebate, some times by law/lore to prevent sorcerors being born. Sorcerors are normally able to meld magic to their own will and do not need to be trained to use their gift.
Warlocks more often than not use Dark Magic. Whether demonic or just plain black magic. They also tend to use magic more aggresively and be used as battle wizards in a number of fantasy works.
But all of that is up for dispute, depending upon what you read and who you prefer to agree with.
Last edited by squeek; 10-29-08 at 10:11 PM.