Fairly subjective question, but I'll do my best for tips.
NB: I've not played demo warlock at 85, just hunter, shaman and druid - I've played warlock at lower levels in PvP though, and I've got general PvP experience. If a warlock comes along, I'll happily upvote his answer in favour of mine - but in lieu of that happening, I'm going to contribute what I can.
As a demo warlock, you want to be getting the most out of your demon at all times. You also want to choose the right demon for the right situation. For solo'ing/questing, I'd take a felguard/felhound for the survivability bonuses, but for PvP despite felguard being so popular I tend to favour succubus since it has CC abilities that can allow you to healthstone/potion/whatever after that first attack.
The other thing to do is remember that your cooldowns exist, such as demon form - you want to actually use that, since it provides a massive bonus for a short period of time. A lot of people end up not using it because they "don't want to waste it", and therefore spend an entire match saving their cooldown for "emergencies" that never occur. Don't be that person. Cooldowns aren't that long any more, and as long as you're careful when you use it, you shouldn't ever "waste" it. You should definitely use it if an objective is at stake (eg a flag or a base).
A general bit of (pug) PvP advice: try to balance sticking with your team-mates with going after objectives - too much sticking with your team and you probably wind up grinding honor in the middle of the map (because, you know, teams tend to be pretty noobish in PuG PvP), but on the other hand too much going after objectives can leave you fruitlessly throwing corpses at the enemy flag/base/whatever. Without being rude to your team-mates, gentle persuasion towards objectives can sometimes help when people are mindlessly grinding honor, but there are no guarantees. It's sometimes helpful to remind people that quick wins are worth more honor than long, painfully-slow honor-grind matches.
In terms of World PvP, since you are a cloth-wearing class the best advice I can give you is to buy/make stealth-detection potions, since your main enemy will be rogues who can sneak up and do a lot of damage very quickly before you have a chance to respond. Keeping your distance from other melee classes is also important, but rogues are the trickiest in this aspect (warrior's charge notwithstanding).
World PvP is a bit difficult to provide tips for, since more often than not it's simply a case of "outnumber, outgun or outmanoeuvre". The latter meaning "flee! run for your life!". I've not come across any effective "anti-ganking" techniques, other than running towards friendly civilization, getting a friendly player to 'bodyguard' you or having better gear/being higher level. The problem you refer to where you get ganked while you're fighting a mob and don't realise some of the damage is being done by a player, the key to avoiding that situation is simply to be vigilant at all times when in a PvP-enabled zone. Keep looking around for enemy players and don't take anything for granted.
Hope this helps :)