Curses and poisons can be quite nasty. It is recommended to remove them as soon as you can, if you're in casting form.
In PvP, removing the debuffs from allies under attack from a warlock is much appreciated and can turn the battle against the opposing warlock.
Handy macro
The following macro will cast Remove Corruption on the target underneath your mouse pointer, without losing your current target. This is handy if you have a group or raid party frame that prominently displays debuffs that you can remove. Simply hover the mouse over the target and tap this macro.
/cast [target=mouseover] Remove Corruption
Past changes
/Patch 4.0.1 (12-Oct-2010): Renamed Remove Corruption (from Remove Curse). Now also removes one poison effect.