Note: Might grants you +30% attack bonus and reduces the resistances (both physical and magical) of the target of your next attack. This is identical to the effect of the BYSSEPS glyph.
The Human Warlord combines a race that specializes in physical damage output with a class that specializes in physical damage output. It's straightforward and effective.
Warlords love their CYDSTEPP glyph, but its high mana cost means they usually can only cast it one time during battle. With the expanded pool of an Elf Warlord, casting it one extra time is completely feasible. This also gives him more leeway to leverage utility glyphs in his attack routine. With the help of Mystera Annur he may even be able to use CYDSTEPP three times per battle.
Warlords get a bonus to their attack damage when they use mana potions, and gnomes have lots of mana potions. If there ever was an obvious combo, Gnome Warlord is it. You will likely want to utilize Jehora Jeheyu with this particular combo, as raising your max mana will take top priority.
Like the human, the Orc Warlord offers expanded damage output for a class that puts a lot of emphasis on physical attack power. Orcs will have a stronger early-game than humans, which they will need to leverage well since they fall behind in the late-game.
The Warlord is one of the most powerful physical combat specialists in the game. By chaining repeated death protections, the Warlord can edge in up to three extra hits over other classes, taking down monsters powerful enough to be considered untouchable to other classes. Low hit point monsters such as Gorgons, Goats, and Warlocks are the favoured prey of Warlords, who can level up extremely quickly from defeating higher-level monsters.
Warlords need to focus heavily on their offensive damage output, relying on CYDSTEPP to protect them from overwhelming enemy attacks. A Warlord can never have enough attack damage, and hit points matter little so long as he can just barely survive one attack. As a result, using preparations such as the HP->Attack booster swap is a very good idea, and purchasing items such as the Trisword or Fine Sword to boost your base attack are very useful.
For race selection, the Human, Orc, Elf, and Gnome all make excellent choices for the Warlord. Humans and Orcs boost their attack damage, which Warlords desperately want. With their larger mana pool, an Elf can increase the number of consecutive death protections a Warlord can gain in battle without having to use potions. The Gnome allows the Warlord to benefit from his Might effect from mana potions more frequently, although you will probably want to find a way to increase your maximum mana.
Warlords benefit enormously from worshipping Glowing Guardian, Jehora Jeheyu and Mystera Annur. He also benefits enormously from the boons of Tikki Tooki, but may have trouble keeping his piety above zero with that deity. The Earthmother is also a good choice, especially as a late-game conversion: her Clearance boon can be used several times, each time granting just enough mana to recast CYDSTEPP.